+399.1%
CPT vs VT
+374.2%
+24.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.6% | +0.4% | -1.1% | -1.1% |
| 30D | -5.6% | +1.0% | -6.5% | -6.5% |
| 3M | -4.8% | +2.4% | -7.2% | -7.6% |
| 6M | -0.8% | +12.0% | -12.9% | -12.3% |
| YTD | -2.0% | +15.3% | -17.4% | -16.0% |
| 1Y | -0.3% | +22.6% | -22.9% | -19.8% |
| 3Y | +11.2% | +74.7% | -63.5% | -38.0% |
| 5Y | -18.0% | +66.1% | -84.2% | -52.7% |
| 10Y | +74.5% | +225.0% | -150.5% | -52.4% |
| All | +399.1% | +374.2% | +24.9% | -5.4% |
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