+86.8%
CPSH vs VT
+374.2%
-287.4%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.2% |
| 7D | +0.8% | +0.4% | +0.3% | +0.6% |
| 30D | -12.0% | +1.0% | -12.9% | -12.4% |
| 3M | -50.8% | +2.4% | -53.2% | -51.1% |
| 6M | -9.0% | +12.0% | -21.0% | -13.2% |
| YTD | +23.9% | +15.3% | +8.6% | +17.1% |
| 1Y | +12.6% | +22.6% | -9.9% | +3.2% |
| 3Y | +39.3% | +74.7% | -35.4% | +4.2% |
| 5Y | -38.0% | +66.1% | -104.2% | -51.7% |
| 10Y | +175.5% | +225.0% | -49.5% | +73.6% |
| All | +86.8% | +374.2% | -287.4% | -22.8% |
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