-95.1%
CMRC price history and return analytics
+65.7%
-160.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +2.7% |
| 7D | +4.8% | -0.1% | +5.0% | +5.1% |
| 30D | +23.2% | -0.7% | +23.9% | +24.7% |
| 3M | -2.3% | +4.0% | -6.3% | -10.3% |
| 6M | -12.5% | +12.3% | -24.7% | -32.2% |
| YTD | -36.9% | +14.0% | -50.9% | -52.7% |
| 1Y | -43.8% | +20.3% | -64.1% | -62.0% |
| 3Y | -75.8% | +75.4% | -151.3% | -92.8% |
| 5Y | -95.1% | +66.0% | -161.1% | -98.1% |
| All | -95.1% | +65.7% | -160.8% | -98.1% |
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