-72.0%
CPF vs VT
+374.2%
-446.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +1.8% | +0.4% | +1.3% | +1.2% |
| 30D | -3.0% | +1.0% | -4.0% | -4.1% |
| 3M | +10.7% | +2.4% | +8.3% | +7.0% |
| 6M | +20.7% | +12.0% | +8.7% | +4.8% |
| YTD | +25.7% | +15.3% | +10.3% | +5.3% |
| 1Y | +25.6% | +22.6% | +3.0% | -2.1% |
| 3Y | +146.6% | +74.7% | +71.9% | +26.7% |
| 5Y | +93.2% | +66.1% | +27.1% | +4.2% |
| 10Y | +116.5% | +225.0% | -108.5% | -46.2% |
| All | -72.0% | +374.2% | -446.2% | -92.9% |
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