+291.7%
CPSS vs VT
+374.2%
-82.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | 0.0% | +6.7% | +6.7% |
| 7D | -0.2% | +0.4% | -0.7% | -0.7% |
| 30D | +2.4% | +1.0% | +1.4% | +1.5% |
| 3M | +1.8% | +2.4% | -0.5% | -0.8% |
| 6M | +11.8% | +12.0% | -0.2% | +0.4% |
| YTD | +0.8% | +15.3% | -14.6% | -11.9% |
| 1Y | +27.0% | +22.6% | +4.4% | +5.2% |
| 3Y | -0.1% | +74.7% | -74.8% | -40.1% |
| 5Y | +72.2% | +66.1% | +6.0% | +11.7% |
| 10Y | +144.2% | +225.0% | -80.8% | -16.0% |
| All | +291.7% | +374.2% | -82.5% | -7.9% |
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