-47.4%
CMP vs VT
+374.2%
-421.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +2.8% | +0.4% | +2.4% | +2.4% |
| 30D | -15.7% | +1.0% | -16.7% | -16.4% |
| 3M | -19.3% | +2.4% | -21.7% | -21.0% |
| 6M | +2.9% | +12.0% | -9.1% | -7.8% |
| YTD | +28.9% | +15.3% | +13.6% | +12.6% |
| 1Y | +34.8% | +22.6% | +12.2% | +11.0% |
| 3Y | -15.8% | +74.7% | -90.5% | -51.6% |
| 5Y | -60.6% | +66.1% | -126.8% | -75.8% |
| 10Y | -55.8% | +225.0% | -280.8% | -85.1% |
| All | -47.4% | +374.2% | -421.6% | -87.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling