-95.7%
CMRC price history and return analytics
+121.6%
-217.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.5% | -0.9% | +19.3% | +20.0% |
| 7D | +22.7% | -2.0% | +24.7% | +27.1% |
| 30D | +36.9% | -1.4% | +38.3% | +40.2% |
| 3M | +14.9% | +4.7% | +10.2% | +3.6% |
| 6M | +4.8% | +11.4% | -6.6% | -18.2% |
| YTD | -25.2% | +13.1% | -38.3% | -43.5% |
| 1Y | -31.9% | +19.0% | -50.9% | -53.4% |
| 3Y | -71.4% | +73.9% | -145.3% | -91.3% |
| 5Y | -94.4% | +65.4% | -159.8% | -97.9% |
| All | -95.7% | +121.6% | -217.3% | -99.3% |
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