-94.9%
CMRC vs VT
+117.1%
-212.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +1.4% |
| 7D | +11.8% | -0.1% | +12.0% | +11.2% |
| 30D | +6.0% | -3.1% | +9.1% | +11.4% |
| 3M | +74.9% | -3.5% | +78.4% | +85.1% |
| 6M | +19.0% | +0.5% | +18.6% | +14.9% |
| YTD | -10.4% | +10.8% | -21.2% | -30.1% |
| 1Y | -26.2% | +11.9% | -38.1% | -43.4% |
| 3Y | -56.2% | +73.0% | -129.1% | -86.8% |
| 5Y | -93.8% | +58.6% | -152.4% | -97.5% |
| All | -94.9% | +117.1% | -212.0% | -99.1% |
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