+220.9%
CMT price history and return analytics
+357.6%
-136.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.6% | +0.7% | +1.9% |
| 7D | -1.0% | +0.4% | -1.3% | -1.2% |
| 30D | -3.8% | -2.6% | -1.2% | -2.6% |
| 3M | -15.5% | -3.2% | -12.2% | -14.0% |
| 6M | -13.9% | +0.9% | -14.9% | -14.4% |
| YTD | +11.6% | +11.3% | +0.3% | +5.2% |
| 1Y | +16.3% | +14.0% | +2.3% | +8.2% |
| 3Y | +30.3% | +75.8% | -45.6% | -2.7% |
| 5Y | +133.9% | +57.8% | +76.0% | +83.2% |
| 10Y | +45.3% | +219.8% | -174.5% | -17.4% |
| All | +220.9% | +357.6% | -136.7% | +72.4% |
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