-99.8%
CPHI vs VT
+63.7%
-163.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -1.1% |
| 7D | -9.5% | -2.0% | -7.5% | -6.2% |
| 30D | -32.7% | -1.4% | -31.3% | -31.2% |
| 3M | -1.3% | +4.7% | -6.0% | -6.2% |
| 6M | +22.6% | +11.4% | +11.2% | +9.4% |
| YTD | -37.2% | +13.1% | -50.2% | -44.7% |
| 1Y | -58.5% | +19.0% | -77.5% | -65.4% |
| 3Y | -89.1% | +73.9% | -163.1% | -93.8% |
| 5Y | -99.8% | +65.4% | -165.2% | -99.8% |
| All | -99.8% | +63.7% | -163.4% | -99.8% |
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