-87.4%
CMTG vs VT
+60.8%
-148.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.1% | -7.0% | -7.2% |
| 7D | -13.5% | -0.7% | -12.8% | -12.7% |
| 30D | +33.3% | -1.7% | +35.1% | +36.7% |
| 3M | -13.5% | -2.3% | -11.2% | -10.6% |
| 6M | -31.0% | +1.5% | -32.6% | -31.6% |
| YTD | -47.7% | +12.0% | -59.8% | -53.1% |
| 1Y | -49.2% | +12.9% | -62.1% | -54.7% |
| 3Y | -83.6% | +74.9% | -158.5% | -90.1% |
| 5Y | -87.1% | +59.9% | -147.0% | -92.6% |
| All | -87.4% | +60.8% | -148.2% | -92.8% |
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