-62.5%
CMRC vs VT
+69.7%
-132.3%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.3% |
| 7D | +10.0% | -2.3% | +12.3% | +12.7% |
| 30D | +7.1% | -5.0% | +12.1% | +13.8% |
| 3M | +56.0% | -4.9% | +60.9% | +65.3% |
| 6M | +25.7% | -1.5% | +27.2% | +25.6% |
| YTD | -12.1% | +8.5% | -20.6% | -24.7% |
| 1Y | -23.0% | +11.4% | -34.4% | -36.5% |
| 3Y | -62.5% | +70.1% | -132.6% | -89.4% |
| All | -62.5% | +69.7% | -132.3% | -89.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling