-49.2%
CMTG vs VT
+13.3%
-62.5%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.1% | -7.0% | -7.8% |
| 7D | -13.5% | -0.7% | -12.8% | -12.4% |
| 30D | +33.3% | -1.7% | +35.1% | +36.8% |
| 3M | -13.5% | -2.3% | -11.2% | -10.4% |
| 6M | -31.0% | +1.5% | -32.6% | -31.4% |
| YTD | -47.7% | +12.0% | -59.8% | -54.2% |
| 1Y | -49.2% | +12.9% | -62.1% | -56.1% |
| All | -49.2% | +13.3% | -62.5% | -56.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling