+139.9%
CMPR vs VT
+345.0%
-205.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | +2.2% |
| 7D | +2.7% | -4.2% | +6.8% | +7.6% |
| 30D | -15.9% | -5.8% | -10.1% | -10.3% |
| 3M | -38.5% | -5.2% | -33.3% | -34.8% |
| 6M | -32.6% | +0.1% | -32.7% | -33.3% |
| YTD | -7.0% | +8.2% | -15.2% | -15.4% |
| 1Y | -4.3% | +10.1% | -14.4% | -14.7% |
| 3Y | -0.6% | +69.7% | -70.3% | -43.8% |
| 5Y | -33.0% | +53.4% | -86.4% | -56.0% |
| 10Y | -26.8% | +219.2% | -246.0% | -73.7% |
| All | +139.9% | +345.0% | -205.1% | -26.4% |
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