+360.5%
CMCL price history and return analytics
+226.9%
+133.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -1.7% |
| 7D | -3.6% | -2.0% | -1.7% | -2.1% |
| 30D | +11.3% | -1.4% | +12.7% | +12.6% |
| 3M | +36.0% | +4.7% | +31.3% | +31.6% |
| 6M | -1.7% | +11.4% | -13.1% | -8.7% |
| YTD | -2.0% | +13.1% | -15.0% | -9.4% |
| 1Y | -17.1% | +19.0% | -36.2% | -25.9% |
| 3Y | +177.2% | +73.9% | +103.2% | +92.2% |
| 5Y | +152.8% | +65.4% | +87.4% | +79.0% |
| All | +360.5% | +226.9% | +133.6% | +142.0% |
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 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