-79.4%
CPS price history and return analytics
+222.7%
-302.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.3% | -2.7% |
| 7D | +1.8% | +2.9% | -1.0% | -3.9% |
| 30D | -14.9% | -2.5% | -12.4% | -9.4% |
| 3M | -34.1% | -3.3% | -30.7% | -28.4% |
| 6M | -36.8% | +1.5% | -38.3% | -37.6% |
| YTD | -44.6% | +11.4% | -56.0% | -54.1% |
| 1Y | -42.2% | +11.9% | -54.2% | -52.6% |
| 3Y | +4.1% | +73.9% | -69.8% | -63.1% |
| 5Y | -24.6% | +57.9% | -82.5% | -64.0% |
| All | -79.4% | +222.7% | -302.1% | -96.1% |
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 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