+77.6%
CMT price history and return analytics
+65.7%
+11.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.6% | +0.4% |
| 7D | -1.9% | -0.1% | -1.8% | -1.9% |
| 30D | -6.1% | -0.7% | -5.4% | -5.7% |
| 3M | +1.9% | +4.0% | -2.1% | -0.7% |
| 6M | +31.2% | +12.3% | +19.0% | +21.1% |
| YTD | +18.2% | +14.0% | +4.1% | +7.7% |
| 1Y | +22.2% | +20.3% | +1.9% | +7.1% |
| 3Y | -4.5% | +75.4% | -79.9% | -34.1% |
| 5Y | +77.6% | +66.0% | +11.6% | +23.2% |
| All | +77.6% | +65.7% | +11.9% | +23.2% |
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 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