+321.3%
CMCL vs VT
+224.4%
+96.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.1% | -5.7% | -5.4% |
| 7D | -3.0% | -0.7% | -2.3% | -2.7% |
| 30D | -16.9% | -1.7% | -15.2% | -15.9% |
| 3M | -12.2% | -2.3% | -9.9% | -10.6% |
| 6M | -17.2% | +1.5% | -18.7% | -17.9% |
| YTD | -22.7% | +12.0% | -34.7% | -28.1% |
| 1Y | -28.6% | +12.9% | -41.4% | -33.9% |
| 3Y | +102.4% | +74.9% | +27.5% | +39.4% |
| 5Y | +70.6% | +59.9% | +10.7% | +23.3% |
| 10Y | +321.3% | +224.6% | +96.7% | +77.4% |
| All | +321.3% | +224.4% | +96.9% | +77.4% |
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