+192.9%
CMC vs VT
+374.2%
-181.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.3% |
| 7D | +3.9% | +0.4% | +3.5% | +3.2% |
| 30D | -7.1% | +1.0% | -8.1% | -8.4% |
| 3M | -7.6% | +2.4% | -9.9% | -10.7% |
| 6M | -0.7% | +12.0% | -12.7% | -15.5% |
| YTD | +2.4% | +15.3% | -12.9% | -16.4% |
| 1Y | +22.2% | +22.6% | -0.4% | -8.5% |
| 3Y | +26.8% | +74.7% | -47.8% | -42.4% |
| 5Y | +135.5% | +66.1% | +69.3% | +15.0% |
| 10Y | +446.7% | +225.0% | +221.7% | +5.2% |
| All | +192.9% | +374.2% | -181.3% | -66.9% |
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