+169.5%
CMI vs VCIT
+3.7%
+165.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +1.9% | +0.1% | +1.8% | +1.8% |
| 30D | -12.5% | -0.8% | -11.8% | -12.1% |
| 3M | -16.2% | -0.5% | -15.7% | -15.9% |
| 6M | +4.9% | -1.4% | +6.2% | +5.9% |
| YTD | +11.1% | -0.8% | +11.9% | +11.8% |
| 1Y | +43.4% | +0.3% | +43.1% | +43.4% |
| 3Y | +154.1% | +19.2% | +134.8% | +133.4% |
| 5Y | +169.5% | +3.6% | +165.9% | +120.0% |
| All | +169.5% | +3.7% | +165.8% | +120.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling