+201.9%
CMT vs VT
+345.0%
-143.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +1.6% |
| 7D | -6.5% | -4.2% | -2.4% | -4.5% |
| 30D | -10.5% | -5.8% | -4.7% | -7.7% |
| 3M | -13.9% | -5.2% | -8.7% | -11.5% |
| 6M | -17.7% | +0.1% | -17.8% | -17.8% |
| YTD | +5.0% | +8.2% | -3.2% | +0.4% |
| 1Y | +11.6% | +10.1% | +1.5% | +5.7% |
| 3Y | -18.2% | +69.7% | -87.9% | -37.7% |
| 5Y | +98.2% | +53.4% | +44.8% | +57.6% |
| 10Y | +47.8% | +219.2% | -171.4% | -15.6% |
| All | +201.9% | +345.0% | -143.1% | +64.5% |
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