+78.9%
CMF vs VT
+345.0%
-266.1%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +0.4% |
| 7D | +0.9% | -4.2% | +5.0% | +0.9% |
| 30D | +3.7% | -5.8% | +9.5% | +3.8% |
| 3M | -0.7% | -5.2% | +4.5% | -0.6% |
| 6M | -0.8% | +0.1% | -0.9% | -0.8% |
| YTD | -0.4% | +8.2% | -8.6% | -0.5% |
| 1Y | +0.4% | +10.1% | -9.7% | +0.2% |
| 3Y | +10.9% | +69.7% | -58.8% | +9.8% |
| 5Y | +2.1% | +53.4% | -51.3% | +1.2% |
| 10Y | +17.3% | +219.2% | -201.9% | +15.8% |
| All | +78.9% | +345.0% | -266.1% | +75.0% |
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 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