-59.9%
CMTG vs VT
+21.4%
-81.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.4% |
| 7D | +4.8% | +1.0% | +3.8% | +3.7% |
| 30D | -20.6% | -0.2% | -20.4% | -20.2% |
| 3M | -34.2% | +4.5% | -38.7% | -37.2% |
| 6M | -41.2% | +14.1% | -55.3% | -49.3% |
| YTD | -49.7% | +14.8% | -64.4% | -56.6% |
| 1Y | -59.9% | +21.2% | -81.1% | -69.3% |
| All | -59.9% | +21.4% | -81.3% | -69.3% |
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