+15.6%
VWO vs CP
+20.2%
-4.6%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.2% | +0.6% |
| 7D | -1.8% | -2.6% | +0.8% | -1.3% |
| 30D | -0.1% | -3.7% | +3.6% | +0.6% |
| 3M | +2.2% | +0.1% | +2.1% | +1.9% |
| 6M | +8.8% | +7.8% | +0.9% | +6.0% |
| YTD | +12.4% | +21.7% | -9.3% | +7.6% |
| 1Y | +15.6% | +18.6% | -3.0% | +11.8% |
| All | +15.6% | +20.2% | -4.6% | +11.8% |
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