-95.3%
CMTL vs VT
+57.0%
-152.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.4% |
| 7D | +6.2% | +2.4% | +3.8% | +2.4% |
| 30D | -6.2% | -1.5% | -4.7% | -4.0% |
| 3M | -31.8% | -4.1% | -27.7% | -27.3% |
| 6M | -67.8% | +0.6% | -68.4% | -68.6% |
| YTD | -77.3% | +11.0% | -88.4% | -80.8% |
| 1Y | -62.7% | +13.3% | -76.1% | -69.2% |
| 3Y | -90.0% | +73.4% | -163.4% | -95.2% |
| All | -95.3% | +57.0% | -152.4% | -97.6% |
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