+118.4%
CMPR vs VT
+346.0%
-227.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.9% | +0.2% | -9.2% | -9.2% |
| 7D | -1.1% | -2.3% | +1.2% | +1.4% |
| 30D | -23.4% | -5.0% | -18.4% | -19.0% |
| 3M | -41.6% | -4.9% | -36.7% | -38.3% |
| 6M | -37.0% | -1.5% | -35.5% | -36.5% |
| YTD | -15.3% | +8.5% | -23.8% | -23.2% |
| 1Y | -9.7% | +11.4% | -21.1% | -20.5% |
| 3Y | -8.3% | +70.1% | -78.4% | -48.3% |
| 5Y | -39.0% | +53.7% | -92.7% | -60.0% |
| 10Y | -33.3% | +220.0% | -253.3% | -76.1% |
| All | +118.4% | +346.0% | -227.6% | -33.1% |
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 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