+70.9%
CMDY vs VT
+66.2%
+4.7%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +2.0% | +0.4% | +1.6% | +1.9% |
| 30D | +9.9% | +1.0% | +8.9% | +9.6% |
| 3M | +5.7% | +2.4% | +3.3% | +5.1% |
| 6M | +15.1% | +12.0% | +3.1% | +11.9% |
| YTD | +31.2% | +15.3% | +15.9% | +26.5% |
| 1Y | +40.7% | +22.6% | +18.2% | +33.4% |
| 3Y | +51.0% | +74.7% | -23.7% | +29.4% |
| All | +70.9% | +66.2% | +4.7% | +48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling