+444.1%
CIX vs VT
+215.5%
+228.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.4% | +5.5% |
| 7D | +6.8% | -2.3% | +9.1% | +8.7% |
| 30D | -1.5% | -5.0% | +3.4% | +2.3% |
| 3M | +30.1% | -4.9% | +35.0% | +35.2% |
| 6M | +60.1% | -1.5% | +61.7% | +61.1% |
| YTD | +71.9% | +8.5% | +63.5% | +59.6% |
| 1Y | +82.9% | +11.4% | +71.5% | +65.7% |
| 3Y | +151.6% | +70.1% | +81.5% | +67.7% |
| 5Y | +153.6% | +53.7% | +99.9% | +79.6% |
| All | +444.1% | +215.5% | +228.6% | +132.1% |
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 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