-99.9%
CPOP vs VT
+69.0%
-168.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -4.9% |
| 7D | -11.4% | -0.3% | -11.1% | -11.2% |
| 30D | -9.8% | -1.4% | -8.3% | -8.7% |
| 3M | -44.9% | -1.4% | -43.5% | -43.9% |
| 6M | -93.4% | +5.5% | -98.9% | -94.1% |
| YTD | -29.5% | +12.8% | -42.4% | -43.4% |
| 1Y | -58.1% | +15.4% | -73.6% | -66.9% |
| 3Y | -84.0% | +76.9% | -160.9% | -91.4% |
| 5Y | -99.0% | +60.4% | -159.4% | -99.2% |
| All | -99.9% | +69.0% | -168.9% | -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 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