-67.9%
CMPS vs VT
+115.9%
-183.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -1.3% |
| 7D | +8.1% | -0.7% | +8.8% | +9.8% |
| 30D | -19.3% | -1.7% | -17.6% | -16.5% |
| 3M | -30.5% | -2.3% | -28.2% | -27.4% |
| 6M | -3.6% | +1.5% | -5.1% | -5.0% |
| YTD | +34.8% | +12.0% | +22.7% | +14.0% |
| 1Y | +63.2% | +12.9% | +50.3% | +36.8% |
| 3Y | +76.5% | +74.9% | +1.5% | -25.4% |
| 5Y | -73.0% | +59.9% | -132.9% | -86.5% |
| All | -67.9% | +115.9% | -183.8% | -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