-29.2%
CIM vs VT
+69.7%
-99.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -13.9% |
| 3M | -35.5% | -4.9% | -30.6% | -32.0% |
| 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% | -36.3% |
| 3Y | -29.2% | +70.1% | -99.3% | -70.0% |
| All | -29.2% | +69.7% | -99.0% | -70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling