-97.8%
CIIT vs VT
+222.7%
-320.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.2% | -0.6% | -21.6% | -22.0% |
| 7D | +8.4% | +2.9% | +5.5% | +7.1% |
| 30D | -16.8% | -2.5% | -14.3% | -15.8% |
| 3M | -51.9% | -3.3% | -48.5% | -51.1% |
| 6M | -87.6% | +1.5% | -89.1% | -87.7% |
| YTD | -92.8% | +11.4% | -104.2% | -93.2% |
| 1Y | -96.0% | +11.9% | -107.9% | -96.2% |
| 3Y | -96.5% | +73.9% | -170.4% | -97.3% |
| 5Y | -96.1% | +57.9% | -154.0% | -96.9% |
| All | -97.8% | +222.7% | -320.5% | -95.5% |
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