+714.7%
CIB vs VT
+345.0%
+369.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | +1.7% |
| 7D | -1.4% | -4.2% | +2.7% | +2.7% |
| 30D | -4.5% | -5.8% | +1.3% | +1.2% |
| 3M | +5.6% | -5.2% | +10.9% | +11.1% |
| 6M | +47.1% | +0.1% | +46.9% | +46.6% |
| YTD | +54.9% | +8.2% | +46.6% | +43.1% |
| 1Y | +66.6% | +10.1% | +56.5% | +51.3% |
| 3Y | +422.2% | +69.7% | +352.5% | +208.3% |
| 5Y | +400.7% | +53.4% | +347.4% | +223.1% |
| 10Y | +438.8% | +219.2% | +219.6% | +77.1% |
| All | +714.7% | +345.0% | +369.7% | +88.4% |
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