-51.4%
VG vs CP
+19.0%
-70.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.9% |
| 7D | -22.0% | +6.1% | -28.1% | -22.9% |
| 30D | -14.7% | +9.8% | -24.5% | -16.4% |
| 3M | -7.1% | +2.7% | -9.8% | -7.9% |
| 6M | -11.2% | +12.8% | -23.9% | -14.9% |
| YTD | +69.8% | +28.2% | +41.7% | +49.7% |
| 1Y | +49.9% | +34.1% | +15.7% | +28.8% |
| All | -51.4% | +19.0% | -70.4% | -61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling