+50.0%
VG vs CP
+32.2%
+17.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | -0.3% |
| 7D | -22.0% | +2.8% | -24.8% | -21.4% |
| 30D | -11.6% | +10.2% | -21.9% | -10.3% |
| 3M | -14.9% | +2.4% | -17.2% | -14.5% |
| 6M | -3.5% | +7.7% | -11.2% | -3.0% |
| YTD | +70.0% | +26.0% | +44.0% | +53.9% |
| 1Y | +50.0% | +34.6% | +15.4% | +21.8% |
| All | +50.0% | +32.2% | +17.8% | +21.8% |
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