+120.1%
CMRE vs VT
+355.1%
-235.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.8% |
| 7D | -10.2% | -2.3% | -7.9% | -8.1% |
| 30D | -14.7% | -5.0% | -9.7% | -10.2% |
| 3M | -13.9% | -4.9% | -9.0% | -9.6% |
| 6M | -25.0% | -1.5% | -23.5% | -24.5% |
| YTD | -17.5% | +8.5% | -26.0% | -24.6% |
| 1Y | -3.5% | +11.4% | -14.8% | -14.2% |
| 3Y | +51.8% | +70.1% | -18.3% | -13.0% |
| 5Y | +13.9% | +53.7% | -39.8% | -27.4% |
| 10Y | +199.5% | +220.0% | -20.5% | -2.0% |
| All | +120.1% | +355.1% | -235.0% | -41.5% |
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