-8.8%
CMCO vs VT
+221.8%
-230.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.7% |
| 7D | +17.5% | +2.4% | +15.1% | +13.8% |
| 30D | +37.4% | -1.5% | +38.9% | +42.1% |
| 3M | +9.0% | -4.1% | +13.1% | +18.0% |
| 6M | +38.9% | +0.6% | +38.3% | +42.8% |
| YTD | +21.9% | +11.0% | +10.8% | +9.6% |
| 1Y | +36.5% | +13.3% | +23.2% | +19.4% |
| 3Y | -36.7% | +73.4% | -110.1% | -68.8% |
| 5Y | -58.0% | +57.4% | -115.4% | -76.0% |
| All | -8.8% | +221.8% | -230.6% | -78.6% |
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