-95.0%
CMRC vs VT
+112.1%
-207.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.1% | +9.0% | +12.4% |
| 7D | +5.2% | -4.2% | +9.4% | +13.1% |
| 30D | +12.8% | -5.8% | +18.6% | +25.2% |
| 3M | +6.2% | -5.2% | +11.4% | +16.4% |
| 6M | +17.9% | +0.1% | +17.8% | +13.1% |
| YTD | -12.1% | +8.2% | -20.4% | -28.4% |
| 1Y | -22.5% | +10.1% | -32.6% | -38.8% |
| 3Y | -63.6% | +69.7% | -133.3% | -88.6% |
| 5Y | -93.8% | +53.4% | -147.2% | -97.3% |
| All | -95.0% | +112.1% | -207.1% | -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 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