+31.8%
CMDB vs VT
+31.9%
-0.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.6% | +1.2% |
| 7D | -11.1% | -4.2% | -7.0% | -7.7% |
| 30D | -18.8% | -5.8% | -13.0% | -14.2% |
| 3M | -5.0% | -5.2% | +0.3% | -0.3% |
| 6M | -2.8% | +0.1% | -2.9% | -4.2% |
| YTD | +15.4% | +8.2% | +7.2% | +3.7% |
| 1Y | +35.0% | +10.1% | +24.9% | +17.3% |
| All | +31.8% | +31.9% | -0.1% | -20.1% |
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