+22.9%
CMRE price history and return analytics
+57.0%
-34.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.4% |
| 7D | +5.3% | +2.4% | +2.9% | +2.8% |
| 30D | -8.6% | -1.5% | -7.1% | -7.4% |
| 3M | -6.4% | -4.1% | -2.3% | -2.7% |
| 6M | -18.9% | +0.6% | -19.4% | -20.0% |
| YTD | -13.1% | +11.0% | -24.2% | -22.5% |
| 1Y | -6.7% | +13.3% | -20.0% | -18.5% |
| 3Y | +66.4% | +73.4% | -7.0% | -6.7% |
| All | +22.9% | +57.0% | -34.1% | -19.8% |
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