+359.2%
VT vs CP
+735.3%
-376.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | -2.5% | +6.2% | -8.7% | -5.4% |
| 3M | -1.3% | +0.9% | -2.2% | -2.0% |
| 6M | +3.1% | +6.3% | -3.2% | -0.6% |
| YTD | +10.9% | +24.7% | -13.8% | -1.5% |
| 1Y | +12.1% | +29.9% | -17.8% | -2.5% |
| 3Y | +73.9% | +25.4% | +48.5% | +50.6% |
| 5Y | +58.0% | +22.4% | +35.5% | +35.9% |
| 10Y | +225.5% | +253.5% | -28.0% | +57.5% |
| All | +359.2% | +735.3% | -376.1% | +6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling