-95.1%
CMRC price history and return analytics
+118.3%
-213.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -2.2% |
| 7D | -2.2% | +2.9% | -5.1% | -7.3% |
| 30D | +5.4% | -2.5% | +7.9% | +9.6% |
| 3M | +63.9% | -3.3% | +67.2% | +73.0% |
| 6M | +23.8% | +1.5% | +22.2% | +17.1% |
| YTD | -14.1% | +11.4% | -25.4% | -33.6% |
| 1Y | -35.8% | +11.9% | -47.7% | -50.7% |
| 3Y | -58.0% | +73.9% | -131.8% | -87.5% |
| 5Y | -93.8% | +57.9% | -151.7% | -97.4% |
| All | -95.1% | +118.3% | -213.4% | -99.2% |
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