+115.4%
CIG vs VT
+223.7%
-108.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.5% | -0.7% |
| 7D | +4.4% | +0.4% | +4.0% | +3.8% |
| 30D | -20.8% | -2.6% | -18.2% | -18.9% |
| 3M | -9.5% | -3.2% | -6.3% | -6.5% |
| 6M | -17.8% | +0.9% | -18.7% | -19.3% |
| YTD | +1.0% | +11.3% | -10.4% | -11.3% |
| 1Y | -7.0% | +14.0% | -21.0% | -20.5% |
| 3Y | +39.7% | +75.8% | -36.1% | -29.6% |
| 5Y | +84.0% | +57.8% | +26.2% | +4.9% |
| 10Y | +115.4% | +219.8% | -104.4% | -66.4% |
| All | +115.4% | +223.7% | -108.3% | -66.4% |
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 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