+62.5%
CMT price history and return analytics
+229.8%
-167.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.3% |
| 7D | -1.5% | -1.1% | -0.4% | -0.7% |
| 30D | -6.0% | -1.0% | -5.0% | -5.4% |
| 3M | -3.7% | +3.2% | -6.9% | -5.8% |
| 6M | +28.5% | +12.5% | +16.0% | +17.8% |
| YTD | +18.5% | +14.1% | +4.4% | +7.4% |
| 1Y | +12.7% | +18.9% | -6.2% | -1.0% |
| 3Y | -8.2% | +74.1% | -82.3% | -38.3% |
| 5Y | +82.7% | +66.9% | +15.8% | +25.4% |
| All | +62.5% | +229.8% | -167.3% | -33.8% |
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 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