+757.8%
CMTV vs VT
+346.0%
+411.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +11.9% | -2.3% | +14.2% | +12.1% |
| 30D | +12.2% | -5.0% | +17.1% | +12.6% |
| 3M | +18.1% | -4.9% | +23.0% | +18.5% |
| 6M | +19.6% | -1.5% | +21.2% | +19.6% |
| YTD | +95.6% | +8.5% | +87.1% | +93.9% |
| 1Y | +107.2% | +11.4% | +95.8% | +104.9% |
| 3Y | +196.4% | +70.1% | +126.3% | +181.7% |
| 5Y | +210.7% | +53.7% | +157.0% | +196.9% |
| 10Y | +429.6% | +220.0% | +209.6% | +384.2% |
| All | +757.8% | +346.0% | +411.8% | +763.3% |
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