+19.8%
CIMO vs VT
+38.4%
-18.6%
-4.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.3% |
| 7D | -0.7% | +0.4% | -1.1% | -0.7% |
| 30D | -0.1% | -2.6% | +2.5% | +0.1% |
| 3M | 0.0% | -3.2% | +3.2% | +0.3% |
| 6M | +1.5% | +0.9% | +0.6% | +1.4% |
| YTD | +5.5% | +11.3% | -5.8% | +4.3% |
| 1Y | +6.8% | +14.0% | -7.2% | +5.4% |
| All | +19.8% | +38.4% | -18.6% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling