+68.4%
CMDT price history and return analytics
+83.9%
-15.6%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | +2.0% | -0.1% | +2.2% | +2.0% |
| 30D | +7.5% | -0.7% | +8.1% | +7.6% |
| 3M | +9.7% | +4.0% | +5.7% | +8.8% |
| 6M | +16.7% | +12.3% | +4.4% | +14.0% |
| YTD | +31.0% | +14.0% | +17.0% | +27.4% |
| 1Y | +36.9% | +20.3% | +16.6% | +31.3% |
| 3Y | +50.7% | +75.4% | -24.8% | +32.7% |
| All | +68.4% | +83.9% | -15.6% | +44.7% |
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