-7.1%
CMCO vs VT
+357.8%
-364.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.2% |
| 7D | +28.5% | +2.9% | +25.6% | +24.0% |
| 30D | +32.7% | -2.5% | +35.2% | +38.7% |
| 3M | +10.2% | -3.3% | +13.5% | +16.9% |
| 6M | +37.8% | +1.5% | +36.2% | +39.6% |
| YTD | +24.5% | +11.4% | +13.2% | +12.8% |
| 1Y | +35.9% | +11.9% | +24.0% | +22.6% |
| 3Y | -35.9% | +73.9% | -109.8% | -66.7% |
| 5Y | -57.1% | +57.9% | -115.0% | -74.3% |
| 10Y | -3.1% | +222.6% | -225.7% | -75.6% |
| All | -7.1% | +357.8% | -364.9% | -84.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling