-12.3%
CPRI vs VT
+416.8%
-429.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.7% | +4.1% | +3.3% |
| 7D | +38.8% | -0.3% | +39.2% | +39.0% |
| 30D | +46.5% | -1.4% | +48.0% | +48.9% |
| 3M | +28.5% | -1.4% | +29.9% | +30.5% |
| 6M | +14.1% | +5.5% | +8.6% | +4.6% |
| YTD | -13.0% | +12.8% | -25.8% | -27.7% |
| 1Y | +2.5% | +15.4% | -12.9% | -17.6% |
| 3Y | -58.4% | +76.9% | -135.3% | -81.6% |
| 5Y | -68.1% | +60.4% | -128.5% | -83.1% |
| 10Y | -56.8% | +232.8% | -289.5% | -89.2% |
| All | -12.3% | +416.8% | -429.1% | -85.2% |
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