-56.0%
CMPS price history and return analytics
+65.7%
-121.7%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.6% | +8.7% | +9.1% |
| 7D | +14.7% | -0.1% | +14.8% | +14.7% |
| 30D | +15.1% | -0.7% | +15.8% | +16.1% |
| 3M | +34.7% | +4.0% | +30.7% | +25.8% |
| 6M | +121.1% | +12.3% | +108.8% | +83.8% |
| YTD | +119.9% | +14.0% | +105.8% | +78.6% |
| 1Y | +193.4% | +20.3% | +173.1% | +118.2% |
| 3Y | +60.5% | +75.4% | -14.9% | -34.1% |
| 5Y | -56.0% | +66.0% | -122.0% | -79.4% |
| All | -56.0% | +65.7% | -121.7% | -79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling