-99.8%
CMMB vs VT
+159.8%
-259.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +2.0% |
| 7D | +11.8% | -0.3% | +12.1% | +12.1% |
| 30D | -12.8% | -1.4% | -11.3% | -11.3% |
| 3M | -26.8% | -1.4% | -25.4% | -25.1% |
| 6M | -24.1% | +5.5% | -29.5% | -28.7% |
| YTD | -25.5% | +12.8% | -38.3% | -35.1% |
| 1Y | -53.9% | +15.4% | -69.4% | -61.0% |
| 3Y | -59.0% | +76.9% | -135.9% | -80.0% |
| 5Y | -96.9% | +60.4% | -157.3% | -98.2% |
| All | -99.8% | +159.8% | -259.6% | -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 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