-73.1%
CMPS vs VT
+108.5%
-181.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -4.1% | -5.1% | -2.7% |
| 7D | -35.9% | -4.2% | -31.8% | -31.1% |
| 30D | -32.4% | -5.8% | -26.6% | -25.2% |
| 3M | -42.5% | -5.2% | -37.2% | -37.0% |
| 6M | -16.2% | +0.1% | -16.3% | -15.5% |
| YTD | +13.2% | +8.2% | +5.0% | +1.1% |
| 1Y | +42.3% | +10.1% | +32.1% | +23.9% |
| 3Y | +21.8% | +69.7% | -47.8% | -46.0% |
| 5Y | -84.0% | +53.4% | -137.4% | -91.5% |
| All | -73.1% | +108.5% | -181.6% | -90.9% |
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