+37.5%
CIG vs VT
+75.6%
-38.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +0.8% |
| 7D | +4.4% | -0.7% | +5.1% | +4.8% |
| 30D | -21.2% | -1.7% | -19.4% | -20.4% |
| 3M | -3.6% | -2.3% | -1.2% | -2.1% |
| 6M | -17.4% | +1.5% | -18.9% | -18.6% |
| YTD | +1.0% | +12.0% | -11.1% | -7.3% |
| 1Y | -11.4% | +12.9% | -24.3% | -19.1% |
| All | +37.5% | +75.6% | -38.1% | -14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling