-100.0%
CMCT price history and return analytics
+57.4%
-157.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | +2.6% | +13.1% | +12.9% |
| 7D | +38.2% | +0.4% | +37.8% | +37.5% |
| 30D | +10.3% | -2.6% | +12.9% | +13.6% |
| 3M | -3.2% | -3.2% | +0.1% | +0.5% |
| 6M | -28.8% | +0.9% | -29.8% | -29.6% |
| YTD | -98.8% | +11.3% | -110.2% | -99.0% |
| 1Y | -99.1% | +14.0% | -113.1% | -99.2% |
| 3Y | -100.0% | +75.8% | -175.8% | -100.0% |
| 5Y | -100.0% | +57.8% | -157.8% | -100.0% |
| All | -100.0% | +57.4% | -157.3% | -100.0% |
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 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