-88.1%
CMTG price history and return analytics
+63.7%
-151.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.9% |
| 7D | -6.8% | -1.1% | -5.7% | -5.7% |
| 30D | -18.8% | -1.0% | -17.8% | -17.9% |
| 3M | -39.8% | +3.2% | -43.0% | -41.8% |
| 6M | -37.1% | +12.5% | -49.6% | -44.3% |
| YTD | -50.7% | +14.1% | -64.7% | -56.9% |
| 1Y | -60.4% | +18.9% | -79.3% | -66.8% |
| 3Y | -85.4% | +74.1% | -159.5% | -91.3% |
| All | -88.1% | +63.7% | -151.8% | -93.3% |
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