+97.8%
CMCL vs VT
+53.4%
+44.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.1% |
| 7D | +5.2% | -2.3% | +7.5% | +7.1% |
| 30D | -11.8% | -5.0% | -6.8% | -8.0% |
| 3M | +5.4% | -4.9% | +10.3% | +10.0% |
| 6M | -5.9% | -1.5% | -4.4% | -4.4% |
| YTD | -17.7% | +8.5% | -26.1% | -21.7% |
| 1Y | -18.7% | +11.4% | -30.1% | -23.9% |
| 3Y | +98.1% | +70.1% | +28.0% | +43.4% |
| All | +97.8% | +53.4% | +44.4% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling