-55.7%
CMP vs VT
+224.5%
-280.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +2.8% | +0.4% | +2.4% | +2.3% |
| 30D | -15.7% | +1.0% | -16.7% | -16.5% |
| 3M | -19.3% | +2.4% | -21.7% | -21.5% |
| 6M | +2.9% | +12.0% | -9.1% | -10.0% |
| YTD | +28.9% | +15.3% | +13.6% | +9.3% |
| 1Y | +34.8% | +22.6% | +12.2% | +6.5% |
| 3Y | -15.8% | +74.7% | -90.5% | -57.4% |
| 5Y | -60.6% | +66.1% | -126.8% | -78.7% |
| All | -55.7% | +224.5% | -280.1% | -88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling