+158.8%
CMCL vs VT
+66.2%
+92.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +27.0% |
| 3M | +24.3% | +2.4% | +21.9% | +22.2% |
| 6M | -9.1% | +12.0% | -21.1% | -16.5% |
| YTD | +1.8% | +15.3% | -13.6% | -8.0% |
| 1Y | -2.6% | +22.6% | -25.2% | -15.3% |
| 3Y | +177.1% | +74.7% | +102.4% | +94.3% |
| All | +158.8% | +66.2% | +92.7% | +74.4% |
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 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