+51.8%
VG vs CP
+35.2%
+16.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +3.5% | -11.2% | -6.8% |
| 7D | -16.4% | +5.6% | -21.9% | -15.2% |
| 30D | -10.8% | +10.0% | -20.8% | -9.2% |
| 3M | -6.3% | +4.4% | -10.7% | -5.4% |
| 6M | -12.5% | +14.1% | -26.6% | -11.8% |
| YTD | +76.9% | +29.1% | +47.9% | +61.0% |
| 1Y | +51.8% | +34.6% | +17.2% | +30.6% |
| All | +51.8% | +35.2% | +16.6% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling