+403.1%
CIBR vs VT
+217.6%
+185.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.4% |
| 7D | -2.7% | -0.1% | -2.5% | -2.4% |
| 30D | -14.0% | -3.1% | -10.9% | -10.9% |
| 3M | -5.9% | -3.5% | -2.4% | -2.2% |
| 6M | +25.7% | +0.5% | +25.3% | +25.4% |
| YTD | +32.8% | +10.8% | +22.0% | +19.0% |
| 1Y | +24.0% | +11.9% | +12.1% | +10.0% |
| 3Y | +105.9% | +73.0% | +32.9% | +16.4% |
| 5Y | +75.7% | +58.6% | +17.1% | +9.2% |
| 10Y | +403.1% | +219.2% | +183.9% | +56.8% |
| All | +403.1% | +217.6% | +185.5% | +56.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling