-54.2%
CMPS vs VT
+122.2%
-176.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.1% |
| 7D | -3.4% | +0.4% | -3.8% | -4.0% |
| 30D | -2.3% | +1.0% | -3.3% | -3.9% |
| 3M | +1.7% | +2.4% | -0.7% | -2.2% |
| 6M | +88.2% | +12.0% | +76.2% | +58.0% |
| YTD | +92.3% | +15.3% | +77.0% | +54.2% |
| 1Y | +160.2% | +22.6% | +137.6% | +89.0% |
| 3Y | +42.2% | +74.7% | -32.4% | -40.0% |
| 5Y | -60.1% | +66.1% | -126.2% | -81.3% |
| All | -54.2% | +122.2% | -176.4% | -86.2% |
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