+130.1%
CMI vs VCIT
+19.1%
+111.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.6% | +3.6% |
| 7D | -6.8% | +0.7% | -7.5% | -7.5% |
| 30D | -10.9% | +1.8% | -12.7% | -12.6% |
| 3M | -27.3% | -1.6% | -25.8% | -26.1% |
| 6M | -30.9% | -2.1% | -28.8% | -29.3% |
| YTD | -7.7% | -1.6% | -6.1% | -6.0% |
| 1Y | 0.0% | -0.8% | +0.8% | +1.2% |
| 3Y | +130.1% | +19.9% | +110.1% | +104.9% |
| All | +130.1% | +19.1% | +111.0% | +104.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling