-86.1%
CMTL vs VT
+221.4%
-307.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.3% |
| 7D | 0.0% | +1.0% | -1.0% | -1.4% |
| 30D | -9.2% | -0.2% | -9.0% | -9.0% |
| 3M | -65.1% | +4.5% | -69.7% | -67.8% |
| 6M | -68.7% | +14.1% | -82.7% | -74.0% |
| YTD | -70.3% | +14.8% | -85.1% | -75.4% |
| 1Y | -33.8% | +21.2% | -54.9% | -48.7% |
| 3Y | -83.8% | +76.6% | -160.4% | -92.0% |
| 5Y | -93.4% | +66.6% | -160.0% | -96.5% |
| 10Y | -86.1% | +222.3% | -308.3% | -96.7% |
| All | -86.1% | +221.4% | -307.5% | -96.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling