-31.9%
CMRC price history and return analytics
+18.7%
-50.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.5% | -0.9% | +19.3% | +19.0% |
| 7D | +22.7% | -2.0% | +24.7% | +24.3% |
| 30D | +36.9% | -1.4% | +38.3% | +38.1% |
| 3M | +14.9% | +4.7% | +10.2% | +10.2% |
| 6M | +4.8% | +11.4% | -6.6% | -8.4% |
| YTD | -25.2% | +13.1% | -38.3% | -36.9% |
| 1Y | -31.9% | +19.0% | -50.9% | -49.4% |
| All | -31.9% | +18.7% | -50.6% | -49.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling