+350.1%
CMTV vs VT
+221.4%
+128.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.2% |
| 7D | +1.5% | +1.0% | +0.5% | +1.3% |
| 30D | +2.4% | -0.2% | +2.7% | +2.5% |
| 3M | +6.9% | +4.5% | +2.4% | +5.9% |
| 6M | +36.6% | +14.1% | +22.5% | +32.4% |
| YTD | +68.8% | +14.8% | +54.1% | +63.4% |
| 1Y | +91.0% | +21.2% | +69.8% | +82.3% |
| 3Y | +183.4% | +76.6% | +106.9% | +144.2% |
| 5Y | +160.2% | +66.6% | +93.6% | +126.7% |
| 10Y | +350.1% | +222.3% | +127.9% | +224.4% |
| All | +350.1% | +221.4% | +128.7% | +224.4% |
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