+75.6%
CPSH vs VT
+345.0%
-269.4%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.1% | -2.4% | -4.1% |
| 7D | -4.5% | -4.2% | -0.3% | -1.9% |
| 30D | -2.2% | -5.8% | +3.6% | +1.5% |
| 3M | -17.2% | -5.2% | -12.0% | -14.3% |
| 6M | -1.4% | +0.1% | -1.5% | +0.3% |
| YTD | +16.5% | +8.2% | +8.3% | +14.5% |
| 1Y | +1.7% | +10.1% | -8.4% | -0.8% |
| 3Y | +43.4% | +69.7% | -26.2% | +9.7% |
| 5Y | -31.0% | +53.4% | -84.4% | -43.8% |
| 10Y | +162.8% | +219.2% | -56.4% | +70.4% |
| All | +75.6% | +345.0% | -269.4% | -24.5% |
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