+3.9%
CI vs VTV
+69.1%
-65.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.3% |
| 7D | -2.0% | +0.3% | -2.3% | -2.2% |
| 30D | -1.8% | +0.1% | -2.0% | -1.9% |
| 3M | -4.2% | +6.2% | -10.4% | -7.9% |
| 6M | +2.7% | +13.5% | -10.8% | -5.5% |
| YTD | +1.9% | +18.9% | -16.9% | -8.9% |
| 1Y | -6.3% | +25.8% | -32.0% | -18.9% |
| 3Y | +3.9% | +68.7% | -64.9% | -28.1% |
| All | +3.9% | +69.1% | -65.2% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 3y: compounded portfolio wealth divided by compounded VTV 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…
3y analysis · Full analysis span regression · 6 months rolling