+6.5%
CMCO vs VT
+222.7%
-216.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.6% | -4.6% | -4.2% |
| 7D | +0.5% | -0.1% | +0.6% | +0.8% |
| 30D | -8.8% | -0.7% | -8.1% | -7.6% |
| 3M | +39.1% | +4.0% | +35.1% | +33.9% |
| 6M | +6.5% | +12.3% | -5.8% | -7.6% |
| YTD | +3.3% | +14.0% | -10.7% | -11.8% |
| 1Y | +24.4% | +20.3% | +4.1% | -1.4% |
| 3Y | -48.4% | +75.4% | -123.9% | -75.3% |
| 5Y | -58.3% | +66.0% | -124.3% | -78.2% |
| 10Y | +6.5% | +228.2% | -221.7% | -76.6% |
| All | +6.5% | +222.7% | -216.2% | -76.6% |
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