+39.1%
CMPS vs VT
+69.7%
-30.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +0.2% | +10.0% | +9.9% |
| 7D | -25.6% | -2.3% | -23.3% | -22.4% |
| 30D | -26.3% | -5.0% | -21.4% | -19.6% |
| 3M | -36.5% | -4.9% | -31.6% | -30.8% |
| 6M | -11.8% | -1.5% | -10.2% | -8.6% |
| YTD | +24.8% | +8.5% | +16.3% | +11.2% |
| 1Y | +54.0% | +11.4% | +42.7% | +32.2% |
| 3Y | +39.1% | +70.1% | -31.0% | -52.4% |
| All | +39.1% | +69.7% | -30.7% | -52.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling