+38.2%
CMBS price history and return analytics
+356.5%
-318.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -0.6% | +2.4% | -3.0% | -0.6% |
| 30D | +0.2% | -1.5% | +1.8% | +0.2% |
| 3M | -1.0% | -4.1% | +3.1% | -1.0% |
| 6M | -0.5% | +0.6% | -1.1% | -0.5% |
| YTD | -0.5% | +11.0% | -11.5% | -0.4% |
| 1Y | +0.2% | +13.3% | -13.2% | +0.2% |
| 3Y | +17.3% | +73.4% | -56.1% | +17.6% |
| 5Y | +3.8% | +57.4% | -53.6% | +3.9% |
| 10Y | +22.8% | +221.7% | -198.9% | +24.9% |
| All | +38.2% | +356.5% | -318.3% | +41.0% |
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