-87.0%
CMTG vs VT
+53.4%
-140.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.4% |
| 7D | +42.6% | -2.3% | +44.9% | +47.7% |
| 30D | +33.3% | -5.0% | +38.3% | +41.9% |
| 3M | -6.3% | -4.9% | -1.4% | 0.0% |
| 6M | -37.6% | -1.5% | -36.1% | -36.0% |
| YTD | -46.4% | +8.5% | -54.9% | -50.1% |
| 1Y | -52.9% | +11.4% | -64.2% | -57.3% |
| 3Y | -83.0% | +70.1% | -153.1% | -89.4% |
| All | -87.0% | +53.4% | -140.4% | -92.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling