+25.7%
VWO vs CP
+27.5%
-1.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.6% |
| 7D | +4.0% | +0.9% | +3.1% | +3.7% |
| 30D | -5.4% | +10.3% | -15.8% | -8.3% |
| 3M | -6.4% | +2.3% | -8.7% | -7.2% |
| 6M | -4.7% | +10.7% | -15.4% | -8.1% |
| YTD | +5.3% | +29.3% | -24.0% | -3.7% |
| 1Y | +4.3% | +31.5% | -27.1% | -5.1% |
| 3Y | +55.9% | +36.7% | +19.2% | +37.7% |
| 5Y | +25.7% | +26.8% | -1.1% | +11.9% |
| All | +25.7% | +27.5% | -1.8% | +11.9% |
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