+1,110.5%
CPK vs VT
+374.2%
+736.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | 0.0% | +0.4% | -0.5% | -0.3% |
| 30D | -0.9% | +1.0% | -1.9% | -1.6% |
| 3M | +10.0% | +2.4% | +7.6% | +7.7% |
| 6M | -2.5% | +12.0% | -14.5% | -10.7% |
| YTD | +7.5% | +15.3% | -7.8% | -3.7% |
| 1Y | +9.0% | +22.6% | -13.6% | -6.8% |
| 3Y | +28.3% | +74.7% | -46.4% | -15.8% |
| 5Y | +12.0% | +66.1% | -54.2% | -25.2% |
| 10Y | +150.9% | +225.0% | -74.1% | +0.4% |
| All | +1,110.5% | +374.2% | +736.3% | +232.9% |
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