+365.3%
CMCL vs VT
+224.5%
+140.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | +0.1% |
| 7D | +2.7% | +0.4% | +2.3% | +2.4% |
| 30D | +28.0% | +1.0% | +27.0% | +27.1% |
| 3M | +24.3% | +2.4% | +21.9% | +22.4% |
| 6M | -9.1% | +12.0% | -21.1% | -15.9% |
| YTD | +1.8% | +15.3% | -13.6% | -7.3% |
| 1Y | -2.6% | +22.6% | -25.2% | -14.8% |
| 3Y | +177.1% | +74.7% | +102.4% | +91.6% |
| 5Y | +152.2% | +66.1% | +86.1% | +78.1% |
| All | +365.3% | +224.5% | +140.8% | +144.5% |
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