+339.4%
CMC vs VT
+215.5%
+123.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | -0.2% |
| 7D | -2.7% | -2.3% | -0.3% | +0.6% |
| 30D | -1.2% | -5.0% | +3.7% | +6.0% |
| 3M | -15.2% | -4.9% | -10.3% | -9.0% |
| 6M | -13.1% | -1.5% | -11.6% | -11.2% |
| YTD | -8.9% | +8.5% | -17.4% | -18.4% |
| 1Y | +9.7% | +11.4% | -1.6% | -5.1% |
| 3Y | +41.5% | +70.1% | -28.6% | -30.7% |
| 5Y | +97.1% | +53.7% | +43.4% | +12.0% |
| All | +339.4% | +215.5% | +123.9% | -16.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling