+57.2%
CMDT price history and return analytics
+79.6%
-22.4%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -0.7% | +2.9% | -3.5% | -1.1% |
| 30D | -6.8% | -2.5% | -4.3% | -6.4% |
| 3M | 0.0% | -3.3% | +3.3% | +0.5% |
| 6M | -4.1% | +1.5% | -5.7% | -4.5% |
| YTD | +22.3% | +11.4% | +11.0% | +19.4% |
| 1Y | +22.0% | +11.9% | +10.1% | +18.9% |
| 3Y | +44.8% | +73.9% | -29.0% | +26.6% |
| All | +57.2% | +79.6% | -22.4% | +35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling