+144.0%
CIG vs VT
+222.7%
-78.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.5% | -2.5% |
| 7D | +1.1% | +2.9% | -1.8% | -2.0% |
| 30D | -21.4% | -2.5% | -18.9% | -19.5% |
| 3M | -6.1% | -3.3% | -2.8% | -2.9% |
| 6M | -18.7% | +1.5% | -20.2% | -20.7% |
| YTD | -2.2% | +11.4% | -13.6% | -14.1% |
| 1Y | -13.9% | +11.9% | -25.8% | -24.8% |
| 3Y | +32.7% | +73.9% | -41.2% | -32.1% |
| 5Y | +71.1% | +57.9% | +13.2% | -2.4% |
| All | +144.0% | +222.7% | -78.7% | -59.8% |
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