-39.3%
CMCO vs VT
+74.1%
-113.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +2.6% | +9.0% | +6.2% |
| 7D | +25.3% | +0.4% | +25.0% | +25.4% |
| 30D | +23.5% | -2.6% | +26.1% | +31.8% |
| 3M | -2.3% | -3.2% | +0.9% | +6.0% |
| 6M | +24.4% | +0.9% | +23.5% | +27.0% |
| YTD | +15.8% | +11.3% | +4.5% | +0.7% |
| 1Y | +27.6% | +14.0% | +13.6% | +6.8% |
| 3Y | -39.3% | +75.8% | -115.2% | -75.5% |
| All | -39.3% | +74.1% | -113.4% | -75.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling