-100.0%
CMCT vs VT
+69.4%
-169.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.1% | +8.8% | +11.3% |
| 7D | +11.2% | -4.2% | +15.4% | +18.4% |
| 30D | -2.5% | -5.8% | +3.3% | +7.1% |
| 3M | -20.3% | -5.2% | -15.0% | -13.2% |
| 6M | -32.7% | +0.1% | -32.8% | -34.1% |
| YTD | -99.0% | +8.2% | -107.3% | -99.2% |
| 1Y | -99.2% | +10.1% | -109.4% | -99.4% |
| All | -100.0% | +69.4% | -169.3% | -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 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