+163.6%
CMCL price history and return analytics
+66.2%
+97.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.8% |
| 7D | +3.7% | +1.0% | +2.7% | +2.9% |
| 30D | +20.2% | -0.2% | +20.5% | +20.5% |
| 3M | +32.8% | +4.5% | +28.2% | +28.3% |
| 6M | +1.2% | +14.1% | -12.8% | -8.3% |
| YTD | +0.5% | +14.8% | -14.3% | -8.7% |
| 1Y | -13.4% | +21.2% | -34.6% | -24.0% |
| 3Y | +184.2% | +76.6% | +107.6% | +98.5% |
| 5Y | +163.6% | +66.6% | +97.0% | +77.9% |
| All | +163.6% | +66.2% | +97.4% | +77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling