+140.8%
CPSS vs VT
+223.7%
-82.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.1% | +0.9% |
| 7D | +4.4% | +0.4% | +4.0% | +4.1% |
| 30D | +11.4% | -2.6% | +14.0% | +13.4% |
| 3M | +10.2% | -3.2% | +13.5% | +12.7% |
| 6M | +2.8% | +0.9% | +1.8% | +1.4% |
| YTD | +12.0% | +11.3% | +0.7% | +2.5% |
| 1Y | +20.5% | +14.0% | +6.5% | +8.2% |
| 3Y | +7.7% | +75.8% | -68.1% | -31.0% |
| 5Y | +33.0% | +57.8% | -24.9% | -10.2% |
| 10Y | +140.8% | +219.8% | -79.0% | -6.6% |
| All | +140.8% | +223.7% | -82.9% | -6.6% |
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