+315.4%
CMCL vs VT
+215.5%
+99.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +5.2% | -2.3% | +7.5% | +7.0% |
| 30D | -11.8% | -5.0% | -6.8% | -8.3% |
| 3M | +5.4% | -4.9% | +10.3% | +9.6% |
| 6M | -5.9% | -1.5% | -4.4% | -4.5% |
| YTD | -17.7% | +8.5% | -26.1% | -21.6% |
| 1Y | -18.7% | +11.4% | -30.1% | -23.8% |
| 3Y | +98.1% | +70.1% | +28.0% | +39.2% |
| 5Y | +97.2% | +53.7% | +43.4% | +46.6% |
| All | +315.4% | +215.5% | +99.9% | +48.6% |
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 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