+150.9%
CM vs VT
+66.2%
+84.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.5% |
| 7D | +2.8% | +0.4% | +2.3% | +2.4% |
| 30D | -1.0% | +1.0% | -2.0% | -1.7% |
| 3M | +8.4% | +2.4% | +6.0% | +6.2% |
| 6M | +17.9% | +12.0% | +5.9% | +7.1% |
| YTD | +31.6% | +15.3% | +16.3% | +16.8% |
| 1Y | +50.7% | +22.6% | +28.1% | +27.1% |
| 3Y | +231.2% | +74.7% | +156.5% | +103.6% |
| All | +150.9% | +66.2% | +84.8% | +56.2% |
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