-31.5%
CMPR vs VT
+59.7%
-91.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.7% | +5.4% | +4.6% |
| 7D | -15.3% | -0.3% | -15.0% | -14.7% |
| 30D | -17.1% | -1.4% | -15.6% | -15.1% |
| 3M | -38.4% | -1.4% | -37.0% | -37.0% |
| 6M | -33.1% | +5.5% | -38.6% | -39.4% |
| YTD | -4.9% | +12.8% | -17.7% | -22.8% |
| 1Y | -4.2% | +15.4% | -19.6% | -25.2% |
| 3Y | +1.6% | +76.9% | -75.3% | -62.6% |
| All | -31.5% | +59.7% | -91.2% | -70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling