-10.9%
CMP vs VT
+75.0%
-85.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -21.3% |
| 6M | +2.9% | +12.0% | -9.1% | -9.4% |
| YTD | +28.9% | +15.3% | +13.6% | +10.6% |
| 1Y | +34.8% | +22.6% | +12.2% | +9.1% |
| All | -10.9% | +75.0% | -85.9% | -55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling