-13.6%
CMCO vs VT
+357.6%
-371.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +2.6% | +9.0% | +8.1% |
| 7D | +25.3% | +0.4% | +25.0% | +25.6% |
| 30D | +23.5% | -2.6% | +26.1% | +29.2% |
| 3M | -2.3% | -3.2% | +0.9% | +3.5% |
| 6M | +24.4% | +0.9% | +23.5% | +27.0% |
| YTD | +15.8% | +11.3% | +4.5% | +4.9% |
| 1Y | +27.6% | +14.0% | +13.6% | +12.2% |
| 3Y | -39.3% | +75.8% | -115.2% | -68.9% |
| 5Y | -60.5% | +57.8% | -118.3% | -76.4% |
| 10Y | -3.5% | +219.8% | -223.3% | -75.5% |
| All | -13.6% | +357.6% | -371.2% | -85.3% |
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