-48.2%
VRT vs CP
+13.0%
-61.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -0.7% | -13.3% | -14.2% |
| 7D | -28.1% | +6.1% | -34.2% | -26.8% |
| 30D | -30.2% | +9.8% | -39.9% | -29.4% |
| 3M | -36.4% | +2.7% | -39.1% | -35.3% |
| 6M | -48.2% | +12.8% | -60.9% | -47.4% |
| All | -48.2% | +13.0% | -61.1% | -47.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling