-71.8%
CPF vs VT
+345.0%
-416.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | +2.5% |
| 7D | -0.7% | -4.2% | +3.5% | +4.1% |
| 30D | +5.9% | -5.8% | +11.7% | +13.1% |
| 3M | -2.4% | -5.2% | +2.9% | +3.4% |
| 6M | +14.6% | +0.1% | +14.4% | +13.2% |
| YTD | +26.5% | +8.2% | +18.2% | +13.5% |
| 1Y | +36.1% | +10.1% | +26.0% | +19.6% |
| 3Y | +148.1% | +69.7% | +78.5% | +31.1% |
| 5Y | +66.5% | +53.4% | +13.1% | -2.0% |
| 10Y | +123.6% | +219.2% | -95.6% | -43.6% |
| All | -71.8% | +345.0% | -416.8% | -92.4% |
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