+121.5%
CMI vs VCIT
+3.2%
+118.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.6% | +3.6% |
| 7D | -6.8% | +0.7% | -7.5% | -7.3% |
| 30D | -10.9% | +1.8% | -12.7% | -12.0% |
| 3M | -27.3% | -1.6% | -25.8% | -26.6% |
| 6M | -30.9% | -2.1% | -28.8% | -29.9% |
| YTD | -7.7% | -1.6% | -6.1% | -6.6% |
| 1Y | 0.0% | -0.8% | +0.8% | +0.7% |
| 3Y | +130.1% | +19.9% | +110.1% | +110.5% |
| 5Y | +121.5% | +3.3% | +118.2% | +78.2% |
| All | +121.5% | +3.2% | +118.2% | +78.2% |
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