-99.9%
CPOP vs VT
+62.5%
-162.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.9% |
| 7D | -10.2% | -2.3% | -7.9% | -8.0% |
| 30D | -2.0% | -5.0% | +2.9% | +3.3% |
| 3M | -45.8% | -4.9% | -40.9% | -42.7% |
| 6M | -94.0% | -1.5% | -92.5% | -94.1% |
| YTD | -30.7% | +8.5% | -39.2% | -41.9% |
| 1Y | -48.9% | +11.4% | -60.3% | -58.0% |
| 3Y | -83.3% | +70.1% | -153.3% | -90.6% |
| 5Y | -99.0% | +53.7% | -152.7% | -99.1% |
| All | -99.9% | +62.5% | -162.4% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling