+1,649.3%
CMI vs VCLT
+102.9%
+1,546.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | -12.3% | +0.1% | -12.4% | -12.3% |
| 3M | -16.8% | -2.9% | -13.9% | -16.8% |
| 6M | +1.5% | -4.0% | +5.5% | +1.4% |
| YTD | +9.8% | -2.2% | +12.0% | +9.7% |
| 1Y | +42.6% | -2.6% | +45.2% | +42.5% |
| 3Y | +151.0% | +12.3% | +138.7% | +153.2% |
| 5Y | +167.0% | -16.4% | +183.4% | +152.2% |
| 10Y | +512.2% | +18.1% | +494.1% | +577.9% |
| All | +1,649.3% | +102.9% | +1,546.3% | +3,191.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling