-97.4%
CIIT vs VT
+224.4%
-321.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.1% | -7.2% | -6.6% |
| 7D | +26.5% | -0.7% | +27.2% | +26.9% |
| 30D | +1.4% | -1.7% | +3.2% | +2.2% |
| 3M | -42.4% | -2.3% | -40.1% | -41.9% |
| 6M | -84.9% | +1.5% | -86.4% | -85.1% |
| YTD | -90.7% | +12.0% | -102.8% | -91.2% |
| 1Y | -95.0% | +12.9% | -107.8% | -95.3% |
| 3Y | -95.5% | +74.9% | -170.4% | -96.5% |
| 5Y | -95.0% | +59.9% | -154.9% | -96.0% |
| 10Y | -97.4% | +224.6% | -322.1% | -95.0% |
| All | -97.4% | +224.4% | -321.8% | -95.0% |
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