+897.2%
CM vs VT
+363.9%
+533.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +1.3% |
| 7D | +1.9% | -0.3% | +2.2% | +2.2% |
| 30D | +8.7% | -1.4% | +10.1% | +10.2% |
| 3M | +2.3% | -1.4% | +3.7% | +3.7% |
| 6M | +10.5% | +5.5% | +5.0% | +4.9% |
| YTD | +35.2% | +12.8% | +22.3% | +20.6% |
| 1Y | +47.0% | +15.4% | +31.6% | +28.4% |
| 3Y | +251.5% | +76.9% | +174.6% | +103.3% |
| 5Y | +144.8% | +60.4% | +84.3% | +54.5% |
| 10Y | +416.3% | +232.8% | +183.5% | +62.2% |
| All | +897.2% | +363.9% | +533.3% | +144.6% |
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