-68.3%
CMPS vs VT
+114.4%
-182.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.6% | +4.0% | +2.4% |
| 7D | +9.2% | +0.4% | +8.8% | +8.9% |
| 30D | -23.5% | -2.6% | -20.9% | -19.6% |
| 3M | -32.2% | -3.2% | -29.0% | -28.1% |
| 6M | -7.4% | +0.9% | -8.3% | -7.8% |
| YTD | +33.0% | +11.3% | +21.7% | +13.8% |
| 1Y | +68.4% | +14.0% | +54.4% | +39.1% |
| 3Y | +70.0% | +75.8% | -5.8% | -28.7% |
| 5Y | -74.5% | +57.8% | -132.3% | -87.0% |
| All | -68.3% | +114.4% | -182.8% | -89.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling