-17.6%
CMCO vs VT
+374.2%
-391.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.3% | +3.3% |
| 7D | +4.7% | +0.4% | +4.2% | +4.1% |
| 30D | -12.1% | +1.0% | -13.0% | -13.1% |
| 3M | +34.3% | +2.4% | +31.9% | +32.7% |
| 6M | +2.6% | +12.0% | -9.4% | -9.3% |
| YTD | +10.5% | +15.3% | -4.9% | -5.8% |
| 1Y | +28.5% | +22.6% | +5.9% | +1.5% |
| 3Y | -48.7% | +74.7% | -123.4% | -73.8% |
| 5Y | -55.9% | +66.1% | -122.1% | -75.7% |
| 10Y | +14.5% | +225.0% | -210.5% | -71.9% |
| All | -17.6% | +374.2% | -391.8% | -86.8% |
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