+48.4%
CPER vs VT
+378.6%
-330.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.9% | -0.8% |
| 7D | -6.0% | -4.2% | -1.8% | -3.5% |
| 30D | -6.7% | -5.8% | -0.9% | -3.3% |
| 3M | -8.5% | -5.2% | -3.3% | -5.5% |
| 6M | +2.8% | +0.1% | +2.7% | +3.1% |
| YTD | +6.9% | +8.2% | -1.4% | +2.7% |
| 1Y | +21.0% | +10.1% | +10.9% | +15.1% |
| 3Y | +63.5% | +69.7% | -6.2% | +23.1% |
| 5Y | +40.6% | +53.4% | -12.8% | +10.8% |
| 10Y | +151.6% | +219.2% | -67.6% | +32.6% |
| All | +48.4% | +378.6% | -330.2% | -40.1% |
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