0.0%
VRT vs CP
+32.2%
-32.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +3.8% |
| 7D | -21.4% | +2.8% | -24.1% | -22.0% |
| 30D | -25.8% | +10.2% | -36.0% | -29.0% |
| 3M | -33.5% | +2.4% | -35.9% | -34.2% |
| 6M | -49.0% | +7.7% | -56.7% | -51.2% |
| YTD | +12.9% | +26.0% | -13.0% | +3.3% |
| 1Y | 0.0% | +34.6% | -34.6% | -8.4% |
| All | 0.0% | +32.2% | -32.1% | -8.4% |
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 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