+244.9%
CINF vs VT
+217.6%
+27.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.4% |
| 7D | +3.0% | -0.1% | +3.2% | +3.0% |
| 30D | +16.2% | -3.1% | +19.3% | +19.3% |
| 3M | +9.8% | -3.5% | +13.3% | +13.0% |
| 6M | +18.9% | +0.5% | +18.4% | +16.9% |
| YTD | +18.3% | +10.8% | +7.5% | +5.1% |
| 1Y | +16.7% | +11.9% | +4.8% | +2.5% |
| 3Y | +104.8% | +73.0% | +31.8% | +14.5% |
| 5Y | +74.0% | +58.6% | +15.4% | +6.0% |
| 10Y | +244.9% | +219.2% | +25.7% | +1.4% |
| All | +244.9% | +217.6% | +27.3% | +1.4% |
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