-99.9%
CPOP vs VT
+65.9%
-165.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | +0.2% |
| 7D | -1.6% | -0.1% | -1.5% | -1.7% |
| 30D | +5.6% | -3.1% | +8.7% | +8.9% |
| 3M | -48.3% | -3.5% | -44.8% | -46.2% |
| 6M | -93.4% | +0.5% | -93.8% | -93.7% |
| YTD | -28.6% | +10.8% | -39.4% | -41.5% |
| 1Y | -53.2% | +11.9% | -65.1% | -61.9% |
| 3Y | -82.6% | +73.0% | -155.5% | -90.4% |
| 5Y | -99.0% | +58.6% | -157.6% | -99.2% |
| All | -99.9% | +65.9% | -165.8% | -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