+77.6%
CMF vs VT
+374.2%
-296.6%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.8% | +0.4% | -1.2% | -0.8% |
| 30D | -1.5% | +1.0% | -2.5% | -1.5% |
| 3M | -2.2% | +2.4% | -4.6% | -2.2% |
| 6M | -2.2% | +12.0% | -14.2% | -2.4% |
| YTD | -1.1% | +15.3% | -16.5% | -1.4% |
| 1Y | +2.6% | +22.6% | -20.0% | +2.2% |
| 3Y | +8.4% | +74.7% | -66.3% | +7.3% |
| 5Y | +1.0% | +66.1% | -65.1% | 0.0% |
| 10Y | +14.9% | +225.0% | -210.1% | +13.1% |
| All | +77.6% | +374.2% | -296.6% | +73.5% |
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 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