-87.2%
CMTG vs VT
+65.5%
-152.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.3% | +1.3% |
| 7D | 0.0% | +0.4% | -0.4% | -0.3% |
| 30D | -4.7% | +1.0% | -5.7% | -5.4% |
| 3M | -36.0% | +2.4% | -38.3% | -37.6% |
| 6M | -41.1% | +12.0% | -53.1% | -47.6% |
| YTD | -47.1% | +15.3% | -62.4% | -54.2% |
| 1Y | -56.6% | +22.6% | -79.2% | -64.7% |
| 3Y | -84.3% | +74.7% | -158.9% | -90.6% |
| All | -87.2% | +65.5% | -152.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling