+153.3%
CMI vs VCLT
+11.4%
+141.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -0.7% | -1.4% | +0.6% | +0.1% |
| 30D | -12.4% | -1.2% | -11.2% | -11.8% |
| 3M | -14.8% | -4.8% | -10.0% | -12.2% |
| 6M | +0.8% | -2.6% | +3.4% | +2.6% |
| YTD | +10.2% | -3.3% | +13.5% | +12.6% |
| 1Y | +37.4% | -4.8% | +42.3% | +41.5% |
| 3Y | +153.3% | +11.5% | +141.8% | +140.9% |
| All | +153.3% | +11.4% | +141.9% | +140.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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