+43.1%
CMDT vs VT
+75.0%
-31.9%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -4.2% | -2.3% | -1.9% | -3.9% |
| 30D | -5.2% | -5.0% | -0.3% | -4.5% |
| 3M | -6.6% | -4.9% | -1.7% | -5.9% |
| 6M | -9.3% | -1.5% | -7.8% | -9.3% |
| YTD | +11.4% | +8.5% | +2.9% | +9.2% |
| 1Y | +12.8% | +11.4% | +1.5% | +9.8% |
| 3Y | +28.9% | +70.1% | -41.1% | +13.0% |
| All | +43.1% | +75.0% | -31.9% | +23.9% |
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