+327.8%
VWO vs CP
+1,476.4%
-1,148.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +0.9% | +2.4% | -1.5% | -0.4% |
| 30D | +1.3% | -0.5% | +1.8% | +1.4% |
| 3M | +5.1% | +1.4% | +3.7% | +3.8% |
| 6M | +12.5% | +10.3% | +2.2% | +6.0% |
| YTD | +14.0% | +24.3% | -10.3% | +0.3% |
| 1Y | +19.7% | +20.4% | -0.7% | +6.8% |
| 3Y | +66.8% | +21.8% | +45.0% | +44.0% |
| 5Y | +36.2% | +31.5% | +4.7% | +8.9% |
| 10Y | +111.0% | +223.2% | -112.2% | -6.5% |
| All | +327.8% | +1,476.4% | -1,148.6% | -38.6% |
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