+219.7%
CPSH vs VT
+223.7%
-4.0%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.4% | +2.6% | +11.8% | +11.5% |
| 7D | +23.7% | +0.4% | +23.4% | +23.9% |
| 30D | +23.7% | -2.6% | +26.3% | +28.1% |
| 3M | -2.0% | -3.2% | +1.2% | +2.3% |
| 6M | +10.3% | +0.9% | +9.4% | +12.6% |
| YTD | +41.7% | +11.3% | +30.4% | +32.8% |
| 1Y | +31.9% | +14.0% | +17.9% | +21.1% |
| 3Y | +81.0% | +75.8% | +5.1% | +1.7% |
| 5Y | -16.1% | +57.8% | -73.9% | -46.2% |
| 10Y | +219.7% | +219.8% | -0.1% | +82.0% |
| All | +219.7% | +223.7% | -4.0% | +82.0% |
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