-43.3%
CPS vs VT
+465.0%
-508.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.0% | -4.1% | -14.9% | -13.4% |
| 7D | -14.2% | -4.2% | -10.1% | -8.0% |
| 30D | -19.6% | -5.8% | -13.8% | -11.7% |
| 3M | -42.7% | -5.2% | -37.5% | -37.3% |
| 6M | -41.1% | +0.1% | -41.2% | -40.1% |
| YTD | -45.6% | +8.2% | -53.9% | -49.8% |
| 1Y | -38.4% | +10.1% | -48.5% | -44.4% |
| 3Y | -2.5% | +69.7% | -72.2% | -48.2% |
| 5Y | -18.0% | +53.4% | -71.4% | -46.4% |
| 10Y | -79.5% | +219.2% | -298.7% | -91.6% |
| All | -43.3% | +465.0% | -508.3% | -81.1% |
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