+19.8%
CIMO vs VT
+37.7%
-18.0%
-4.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | 0.0% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | -0.2% | -3.1% | +2.9% | +0.1% |
| 3M | -0.3% | -3.5% | +3.2% | 0.0% |
| 6M | +1.5% | +0.5% | +1.0% | +1.4% |
| YTD | +5.4% | +10.8% | -5.4% | +4.3% |
| 1Y | +6.2% | +11.9% | -5.7% | +5.0% |
| All | +19.8% | +37.7% | -18.0% | +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 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