-52.6%
CIM vs VT
+215.5%
-268.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +0.2% | -7.9% | -7.9% |
| 7D | -11.9% | -2.3% | -9.6% | -9.5% |
| 30D | -18.4% | -5.0% | -13.5% | -13.7% |
| 3M | -35.5% | -4.9% | -30.6% | -31.9% |
| 6M | -42.0% | -1.5% | -40.4% | -41.1% |
| YTD | -34.0% | +8.5% | -42.5% | -39.8% |
| 1Y | -28.0% | +11.4% | -39.4% | -36.2% |
| 3Y | -29.2% | +70.1% | -99.3% | -60.2% |
| 5Y | -73.0% | +53.7% | -126.8% | -83.1% |
| All | -52.6% | +215.5% | -268.1% | -83.5% |
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