+2,389.5%
CMI vs VEU
+188.7%
+2,200.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.3% |
| 7D | +0.7% | +0.3% | +0.4% | +0.3% |
| 30D | -12.3% | +0.7% | -12.9% | -13.0% |
| 3M | -16.8% | +4.7% | -21.5% | -21.0% |
| 6M | +1.5% | +11.6% | -10.1% | -10.4% |
| YTD | +9.8% | +16.8% | -7.0% | -7.8% |
| 1Y | +42.6% | +24.9% | +17.7% | +10.7% |
| 3Y | +151.0% | +75.7% | +75.3% | +29.8% |
| 5Y | +167.0% | +56.1% | +110.9% | +57.2% |
| 10Y | +512.2% | +153.6% | +358.5% | +93.0% |
| All | +2,389.5% | +188.7% | +2,200.8% | +624.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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