+66.5%
CPF vs VT
+53.2%
+13.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | +1.3% |
| 7D | -0.7% | -4.2% | +3.5% | +2.9% |
| 30D | +5.9% | -5.8% | +11.7% | +11.3% |
| 3M | -2.4% | -5.2% | +2.9% | +1.9% |
| 6M | +14.6% | +0.1% | +14.4% | +13.5% |
| YTD | +26.5% | +8.2% | +18.2% | +16.3% |
| 1Y | +36.1% | +10.1% | +26.0% | +23.1% |
| 3Y | +148.1% | +69.7% | +78.5% | +50.6% |
| 5Y | +66.5% | +53.4% | +13.1% | +7.0% |
| All | +66.5% | +53.2% | +13.3% | +7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling