+339.4%
CMI vs VCIT
+30.2%
+309.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.6% | +3.6% |
| 7D | -6.8% | +0.7% | -7.5% | -7.1% |
| 30D | -10.9% | +1.8% | -12.7% | -11.6% |
| 3M | -27.3% | -1.1% | -26.2% | -27.0% |
| 6M | -30.9% | -1.7% | -29.2% | -30.4% |
| YTD | -7.7% | -1.1% | -6.5% | -7.2% |
| 1Y | 0.0% | -0.4% | +0.4% | +0.3% |
| 3Y | +130.1% | +20.5% | +109.6% | +116.2% |
| 5Y | +121.5% | +3.8% | +117.7% | +111.5% |
| 10Y | +339.4% | +31.2% | +308.1% | +369.9% |
| All | +339.4% | +30.2% | +309.1% | +369.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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