-96.5%
CMTL vs VT
+346.0%
-442.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.2% | -4.5% | -4.5% |
| 7D | -11.0% | -2.3% | -8.7% | -9.1% |
| 30D | -8.9% | -5.0% | -3.9% | -4.4% |
| 3M | -34.3% | -4.9% | -29.4% | -31.1% |
| 6M | -70.6% | -1.5% | -69.0% | -70.3% |
| YTD | -78.6% | +8.5% | -87.1% | -80.1% |
| 1Y | -62.7% | +11.4% | -74.1% | -65.9% |
| 3Y | -91.1% | +70.1% | -161.2% | -94.2% |
| 5Y | -95.6% | +53.7% | -149.4% | -96.9% |
| 10Y | -86.4% | +220.0% | -306.4% | -94.0% |
| All | -96.5% | +346.0% | -442.5% | -98.6% |
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 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