-87.4%
CMTG vs VT
+57.0%
-144.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.6% |
| 7D | -2.4% | +2.4% | -4.8% | -5.0% |
| 30D | +37.9% | -1.5% | +39.4% | +41.1% |
| 3M | -15.8% | -4.1% | -11.7% | -11.2% |
| 6M | -23.8% | +0.6% | -24.4% | -23.7% |
| YTD | -47.7% | +11.0% | -58.7% | -52.6% |
| 1Y | -47.4% | +13.3% | -60.7% | -53.3% |
| 3Y | -83.6% | +73.4% | -156.9% | -90.0% |
| All | -87.4% | +57.0% | -144.4% | -92.9% |
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