+235.3%
CMT price history and return analytics
+357.8%
-122.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.6% | +7.1% | +6.8% |
| 7D | +11.1% | +2.9% | +8.2% | +9.4% |
| 30D | -1.3% | -2.5% | +1.2% | -0.1% |
| 3M | -7.5% | -3.3% | -4.1% | -5.9% |
| 6M | -4.2% | +1.5% | -5.8% | -5.1% |
| YTD | +16.6% | +11.4% | +5.2% | +9.8% |
| 1Y | +22.3% | +11.9% | +10.4% | +14.8% |
| 3Y | +39.1% | +73.9% | -34.8% | +4.5% |
| 5Y | +128.8% | +57.9% | +70.9% | +79.2% |
| 10Y | +53.2% | +222.6% | -169.4% | -13.3% |
| All | +235.3% | +357.8% | -122.5% | +80.0% |
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