-99.9%
CPOP vs VT
+66.3%
-166.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.0% |
| 7D | 0.0% | +2.4% | -2.4% | -2.6% |
| 30D | -21.0% | -1.5% | -19.5% | -19.9% |
| 3M | -50.5% | -4.1% | -46.4% | -48.1% |
| 6M | -93.6% | +0.6% | -94.2% | -93.9% |
| YTD | -30.7% | +11.0% | -41.8% | -43.4% |
| 1Y | -52.4% | +13.3% | -65.7% | -61.6% |
| 3Y | -83.8% | +73.4% | -157.2% | -91.1% |
| 5Y | -99.0% | +57.4% | -156.4% | -99.1% |
| All | -99.9% | +66.3% | -166.2% | -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