+64.9%
CMDT vs VT
+86.1%
-21.2%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +1.8% | +0.4% | +1.3% | +1.7% |
| 30D | +8.3% | +1.0% | +7.4% | +8.1% |
| 3M | +4.6% | +2.4% | +2.2% | +4.1% |
| 6M | +16.9% | +12.0% | +4.9% | +14.4% |
| YTD | +28.3% | +15.3% | +13.0% | +24.6% |
| 1Y | +34.2% | +22.6% | +11.6% | +28.2% |
| 3Y | +48.3% | +74.7% | -26.4% | +31.1% |
| All | +64.9% | +86.1% | -21.2% | +41.4% |
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