-40.7%
CIM vs VT
+345.0%
-385.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -4.1% | -4.7% | -4.2% |
| 7D | -6.6% | -4.2% | -2.4% | -1.8% |
| 30D | -13.9% | -5.8% | -8.1% | -7.7% |
| 3M | -30.1% | -5.2% | -24.8% | -25.6% |
| 6M | -37.2% | +0.1% | -37.3% | -37.4% |
| YTD | -28.5% | +8.2% | -36.8% | -35.0% |
| 1Y | -29.5% | +10.1% | -39.6% | -37.1% |
| 3Y | -23.2% | +69.7% | -92.8% | -57.9% |
| 5Y | -70.8% | +53.4% | -124.2% | -81.8% |
| 10Y | -48.0% | +219.2% | -267.2% | -86.1% |
| All | -40.7% | +345.0% | -385.7% | -84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling