-100.0%
CPOP vs VT
+65.3%
-165.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.9% | -5.0% | -5.6% |
| 7D | -31.8% | -1.8% | -30.0% | -31.2% |
| 30D | -71.6% | -0.7% | -71.0% | -71.5% |
| 3M | -89.3% | +3.0% | -92.3% | -89.6% |
| 6M | -91.8% | +7.4% | -99.3% | -92.3% |
| YTD | -90.5% | +10.4% | -100.9% | -91.3% |
| 1Y | -93.8% | +21.2% | -115.0% | -94.7% |
| 3Y | -99.1% | +65.4% | -164.5% | -99.4% |
| 5Y | -100.0% | +66.1% | -166.0% | -100.0% |
| All | -100.0% | +65.3% | -165.3% | -100.0% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling