-3.5%
CMCL vs VT
+0.4%
-3.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.1% | +7.1% | +8.1% |
| 7D | -0.8% | -4.2% | +3.4% | +4.4% |
| 30D | -14.5% | -5.8% | -8.7% | -7.8% |
| 3M | +3.2% | -5.2% | +8.4% | +10.5% |
| 6M | -3.5% | +0.1% | -3.6% | -3.3% |
| All | -3.5% | +0.4% | -3.9% | -3.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling