-52.8%
CIM vs VT
+223.7%
-276.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -3.2% |
| 7D | -13.7% | +0.4% | -14.1% | -13.9% |
| 30D | -18.7% | -2.6% | -16.2% | -16.3% |
| 3M | -36.4% | -3.2% | -33.1% | -34.0% |
| 6M | -42.3% | +0.9% | -43.2% | -43.0% |
| YTD | -34.3% | +11.3% | -45.6% | -41.7% |
| 1Y | -31.1% | +14.0% | -45.1% | -40.4% |
| 3Y | -25.7% | +75.8% | -101.6% | -59.7% |
| 5Y | -72.9% | +57.8% | -130.7% | -83.5% |
| 10Y | -52.8% | +219.8% | -272.6% | -83.9% |
| All | -52.8% | +223.7% | -276.5% | -83.9% |
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