-40.0%
CIA vs VT
+53.2%
-93.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.8% | +3.2% |
| 7D | +6.7% | -4.2% | +10.9% | +10.6% |
| 30D | +17.0% | -5.8% | +22.8% | +23.1% |
| 3M | -11.4% | -5.2% | -6.2% | -7.4% |
| 6M | -25.1% | +0.1% | -25.2% | -25.6% |
| YTD | -14.7% | +8.2% | -22.9% | -20.5% |
| 1Y | -32.0% | +10.1% | -42.1% | -37.5% |
| 3Y | +36.0% | +69.7% | -33.7% | -4.1% |
| 5Y | -40.0% | +53.4% | -93.4% | -54.1% |
| All | -40.0% | +53.2% | -93.2% | -54.1% |
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