-30.4%
CPS price history and return analytics
+23.3%
-53.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +2.0% | +0.4% | +1.6% | +1.3% |
| 30D | -12.8% | +1.0% | -13.8% | -14.1% |
| 3M | -12.0% | +2.4% | -14.4% | -15.1% |
| 6M | -23.7% | +12.0% | -35.7% | -37.9% |
| YTD | -17.2% | +15.3% | -32.5% | -36.3% |
| 1Y | -30.4% | +22.6% | -53.0% | -54.1% |
| All | -30.4% | +23.3% | -53.7% | -54.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling