-43.1%
CPS price history and return analytics
+466.3%
-509.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.1% |
| 7D | -10.7% | -2.3% | -8.3% | -6.7% |
| 30D | -18.0% | -5.0% | -13.0% | -11.1% |
| 3M | -35.1% | -4.9% | -30.2% | -29.4% |
| 6M | -41.6% | -1.5% | -40.0% | -39.2% |
| YTD | -45.4% | +8.5% | -53.9% | -49.8% |
| 1Y | -37.4% | +11.4% | -48.8% | -44.4% |
| 3Y | -0.2% | +70.1% | -70.2% | -47.1% |
| 5Y | -17.7% | +53.7% | -71.4% | -46.4% |
| 10Y | -79.4% | +220.0% | -299.3% | -91.6% |
| All | -43.1% | +466.3% | -509.4% | -81.1% |
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 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