+413.8%
CIBR vs VT
+228.4%
+185.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -1.6% |
| 7D | -9.8% | -0.3% | -9.5% | -9.5% |
| 30D | -8.2% | -1.4% | -6.7% | -6.7% |
| 3M | -0.6% | -1.4% | +0.8% | +0.9% |
| 6M | +39.7% | +5.5% | +34.2% | +32.1% |
| YTD | +36.6% | +12.8% | +23.8% | +20.0% |
| 1Y | +29.8% | +15.4% | +14.4% | +11.3% |
| 3Y | +116.2% | +76.9% | +39.3% | +19.4% |
| 5Y | +80.9% | +60.4% | +20.5% | +11.3% |
| 10Y | +437.1% | +232.8% | +204.3% | +59.9% |
| All | +413.8% | +228.4% | +185.4% | +57.0% |
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