-68.1%
CMPS price history and return analytics
+113.4%
-181.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.2% | +1.5% |
| 7D | +7.7% | -0.1% | +7.8% | +8.3% |
| 30D | -22.9% | -3.1% | -19.9% | -18.4% |
| 3M | -29.8% | -3.5% | -26.3% | -25.2% |
| 6M | -6.7% | +0.5% | -7.1% | -6.4% |
| YTD | +34.1% | +10.8% | +23.3% | +15.5% |
| 1Y | +61.1% | +11.9% | +49.3% | +37.0% |
| 3Y | +75.5% | +73.0% | +2.5% | -24.4% |
| 5Y | -72.4% | +58.6% | -131.0% | -86.0% |
| All | -68.1% | +113.4% | -181.5% | -89.6% |
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 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