-39.3%
VG vs CP
+16.0%
-55.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +1.7% | -2.7% | +4.4% | +2.3% |
| 30D | +16.0% | +0.2% | +15.8% | +15.6% |
| 3M | +9.7% | +2.6% | +7.2% | +8.5% |
| 6M | +29.6% | +6.0% | +23.6% | +26.3% |
| YTD | +112.0% | +24.9% | +87.1% | +87.8% |
| 1Y | +12.8% | +20.1% | -7.3% | +1.8% |
| All | -39.3% | +16.0% | -55.3% | -51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling