+414.9%
CIX vs VT
+214.8%
+200.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | +1.9% |
| 7D | +2.6% | -4.2% | +6.8% | +6.0% |
| 30D | -6.1% | -5.8% | -0.3% | -1.8% |
| 3M | +31.4% | -5.2% | +36.7% | +36.9% |
| 6M | +61.2% | +0.1% | +61.1% | +60.1% |
| YTD | +62.7% | +8.2% | +54.5% | +51.2% |
| 1Y | +72.8% | +10.1% | +62.7% | +58.0% |
| 3Y | +135.9% | +69.7% | +66.2% | +57.5% |
| 5Y | +140.0% | +53.4% | +86.6% | +70.3% |
| All | +414.9% | +214.8% | +200.1% | +120.0% |
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