-98.4%
CIIT vs VT
+224.5%
-322.9%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | 0.0% | +5.9% | +5.9% |
| 7D | -1.0% | +0.4% | -1.4% | -1.2% |
| 30D | -17.2% | +1.0% | -18.1% | -17.5% |
| 3M | -73.2% | +2.4% | -75.6% | -73.6% |
| 6M | -89.1% | +12.0% | -101.1% | -89.8% |
| YTD | -87.0% | +15.3% | -102.3% | -87.8% |
| 1Y | -93.2% | +22.6% | -115.8% | -93.8% |
| 3Y | -93.4% | +74.7% | -168.1% | -95.0% |
| 5Y | -97.9% | +66.1% | -164.0% | -98.3% |
| All | -98.4% | +224.5% | -322.9% | -98.2% |
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 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