-100.0%
CMND vs VT
+87.9%
-187.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -1.9% |
| 7D | -10.4% | +0.4% | -10.8% | -10.5% |
| 30D | -16.4% | -2.6% | -13.8% | -16.1% |
| 3M | -57.8% | -3.2% | -54.6% | -57.6% |
| 6M | -87.5% | +0.9% | -88.5% | -87.6% |
| YTD | -96.2% | +11.3% | -107.5% | -96.3% |
| 1Y | -99.7% | +14.0% | -113.8% | -99.8% |
| 3Y | -100.0% | +75.8% | -175.8% | -100.0% |
| All | -100.0% | +87.9% | -187.9% | -100.0% |
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 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