+149.4%
CPAC vs VT
+338.2%
-188.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +1.1% |
| 7D | -0.2% | -4.2% | +3.9% | +0.9% |
| 30D | +3.6% | -5.8% | +9.4% | +5.2% |
| 3M | +6.5% | -5.2% | +11.8% | +8.0% |
| 6M | +21.1% | +0.1% | +21.0% | +20.7% |
| YTD | +22.2% | +8.2% | +13.9% | +19.0% |
| 1Y | +71.6% | +10.1% | +61.4% | +66.2% |
| 3Y | +206.7% | +69.7% | +137.0% | +158.4% |
| 5Y | +180.2% | +53.4% | +126.9% | +142.9% |
| 10Y | +151.3% | +219.2% | -68.0% | +60.2% |
| All | +149.4% | +338.2% | -188.7% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling