-100.0%
CPOP vs VT
+72.8%
-172.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -11.6% | +0.4% | -12.1% | -11.8% |
| 30D | -8.4% | +1.0% | -9.4% | -8.7% |
| 3M | -89.3% | +2.4% | -91.7% | -89.4% |
| 6M | -90.7% | +12.0% | -102.7% | -91.5% |
| YTD | -92.8% | +15.3% | -108.1% | -93.5% |
| 1Y | -97.5% | +22.6% | -120.1% | -97.9% |
| 3Y | -99.1% | +74.7% | -173.7% | -99.4% |
| 5Y | -99.9% | +66.1% | -166.1% | -99.9% |
| All | -100.0% | +72.8% | -172.8% | -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 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