+871.0%
CM vs VT
+374.2%
+496.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.9% |
| 3M | +8.4% | +2.4% | +6.0% | +5.8% |
| 6M | +17.9% | +12.0% | +5.9% | +5.8% |
| YTD | +31.6% | +15.3% | +16.3% | +15.0% |
| 1Y | +50.7% | +22.6% | +28.1% | +24.2% |
| 3Y | +231.2% | +74.7% | +156.5% | +94.0% |
| 5Y | +149.1% | +66.1% | +83.0% | +52.1% |
| 10Y | +364.1% | +225.0% | +139.1% | +49.1% |
| All | +871.0% | +374.2% | +496.8% | +133.3% |
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