+27.5%
CIG vs VT
+346.0%
-318.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +1.9% |
| 7D | +1.6% | -2.3% | +4.0% | +4.1% |
| 30D | -19.8% | -5.0% | -14.9% | -15.6% |
| 3M | -13.1% | -4.9% | -8.2% | -8.6% |
| 6M | -20.5% | -1.5% | -18.9% | -19.8% |
| YTD | -1.2% | +8.5% | -9.7% | -10.5% |
| 1Y | -9.3% | +11.4% | -20.7% | -20.2% |
| 3Y | +35.7% | +70.1% | -34.4% | -27.1% |
| 5Y | +83.2% | +53.7% | +29.5% | +7.9% |
| 10Y | +111.6% | +220.0% | -108.3% | -42.9% |
| All | +27.5% | +346.0% | -318.5% | -77.6% |
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