+137.6%
CM vs VT
+53.2%
+84.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.1% | +0.5% | -0.2% |
| 7D | -2.7% | -4.2% | +1.5% | +0.7% |
| 30D | +3.6% | -5.8% | +9.4% | +8.8% |
| 3M | -1.9% | -5.2% | +3.3% | +2.5% |
| 6M | +6.4% | +0.1% | +6.3% | +6.1% |
| YTD | +30.4% | +8.2% | +22.1% | +22.0% |
| 1Y | +41.7% | +10.1% | +31.6% | +30.7% |
| 3Y | +239.0% | +69.7% | +169.3% | +113.3% |
| 5Y | +137.6% | +53.4% | +84.2% | +52.7% |
| All | +137.6% | +53.2% | +84.4% | +52.7% |
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