+39.8%
CMT price history and return analytics
+221.8%
-181.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.3% | -4.9% | -5.0% |
| 7D | +2.3% | +2.4% | 0.0% | +0.6% |
| 30D | -7.8% | -1.5% | -6.3% | -7.0% |
| 3M | -14.1% | -4.1% | -10.0% | -11.7% |
| 6M | -8.2% | +0.6% | -8.8% | -8.7% |
| YTD | +10.6% | +11.0% | -0.5% | +2.0% |
| 1Y | +15.5% | +13.3% | +2.1% | +5.0% |
| 3Y | +33.5% | +73.4% | -39.9% | -9.9% |
| 5Y | +116.9% | +57.4% | +59.5% | +55.6% |
| All | +39.8% | +221.8% | -181.9% | -38.2% |
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 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