+253.6%
CPTL vs VT
+215.2%
+38.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.1% | -0.6% | -0.6% |
| 7D | -4.9% | -4.2% | -0.7% | -0.8% |
| 30D | -5.3% | -5.8% | +0.5% | +0.5% |
| 3M | -4.3% | -5.2% | +0.9% | +0.9% |
| 6M | +2.8% | +0.1% | +2.6% | +2.4% |
| YTD | +9.0% | +8.2% | +0.7% | +0.3% |
| 1Y | +10.5% | +10.1% | +0.4% | 0.0% |
| 3Y | +63.4% | +69.7% | -6.3% | -4.0% |
| 5Y | +48.3% | +53.4% | -5.1% | -3.6% |
| 10Y | +261.4% | +219.2% | +42.2% | +18.4% |
| All | +253.6% | +215.2% | +38.4% | +16.4% |
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