-24.5%
CIM vs VT
+222.7%
-247.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.1% | -0.1% |
| 7D | +0.2% | -0.1% | +0.3% | +0.3% |
| 30D | -1.8% | -0.7% | -1.1% | -1.1% |
| 3M | -11.1% | +4.0% | -15.1% | -15.0% |
| 6M | -8.7% | +12.3% | -21.0% | -19.7% |
| YTD | -0.8% | +14.0% | -14.8% | -14.2% |
| 1Y | -10.0% | +20.3% | -30.3% | -26.7% |
| 3Y | -8.1% | +75.4% | -83.5% | -49.8% |
| 5Y | -53.6% | +66.0% | -119.6% | -73.1% |
| 10Y | -24.5% | +228.2% | -252.7% | -73.9% |
| All | -24.5% | +222.7% | -247.2% | -73.9% |
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