-99.8%
CMMB vs VT
+149.8%
-249.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.2% | +5.4% | +5.3% |
| 7D | +13.8% | -2.3% | +16.1% | +16.9% |
| 30D | -3.6% | -5.0% | +1.3% | +2.3% |
| 3M | -26.7% | -4.9% | -21.8% | -21.7% |
| 6M | -26.3% | -1.5% | -24.7% | -24.8% |
| YTD | -20.0% | +8.5% | -28.5% | -27.0% |
| 1Y | -48.8% | +11.4% | -60.2% | -54.8% |
| 3Y | -52.8% | +70.1% | -122.9% | -75.9% |
| 5Y | -96.6% | +53.7% | -150.3% | -98.0% |
| All | -99.8% | +149.8% | -249.6% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling