-100.0%
CMCT vs VT
+223.7%
-323.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | +2.6% | +13.1% | +13.3% |
| 7D | +38.2% | +0.4% | +37.8% | +37.7% |
| 30D | +10.3% | -2.6% | +12.9% | +13.2% |
| 3M | -3.2% | -3.2% | +0.1% | 0.0% |
| 6M | -28.8% | +0.9% | -29.8% | -29.4% |
| YTD | -98.8% | +11.3% | -110.2% | -99.0% |
| 1Y | -99.1% | +14.0% | -113.1% | -99.2% |
| 3Y | -100.0% | +75.8% | -175.8% | -100.0% |
| 5Y | -100.0% | +57.8% | -157.8% | -100.0% |
| 10Y | -100.0% | +219.8% | -319.8% | -100.0% |
| All | -100.0% | +223.7% | -323.7% | -100.0% |
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