-34.9%
CIGI vs VT
+53.4%
-88.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.5% |
| 7D | -1.9% | -2.3% | +0.4% | +0.5% |
| 30D | +10.4% | -5.0% | +15.4% | +16.5% |
| 3M | -4.0% | -4.9% | +0.9% | +1.3% |
| 6M | -4.3% | -1.5% | -2.7% | -3.8% |
| YTD | -35.4% | +8.5% | -43.9% | -42.3% |
| 1Y | -36.9% | +11.4% | -48.3% | -45.4% |
| 3Y | -1.6% | +70.1% | -71.7% | -49.9% |
| All | -34.9% | +53.4% | -88.3% | -62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling