+67.4%
CMDT price history and return analytics
+82.4%
-15.0%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.5% |
| 7D | +1.5% | -2.0% | +3.5% | +1.8% |
| 30D | +6.7% | -1.4% | +8.1% | +6.9% |
| 3M | +9.3% | +4.7% | +4.6% | +8.3% |
| 6M | +14.3% | +11.4% | +3.0% | +11.9% |
| YTD | +30.2% | +13.1% | +17.2% | +26.8% |
| 1Y | +36.1% | +19.0% | +17.1% | +30.8% |
| 3Y | +49.8% | +73.9% | -24.2% | +32.0% |
| All | +67.4% | +82.4% | -15.0% | +44.0% |
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