+55.5%
CMI vs VG
-35.7%
+91.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.8% | -5.0% | -1.4% |
| 7D | +0.7% | +3.8% | -3.1% | +0.5% |
| 30D | -12.3% | +7.2% | -19.5% | -12.6% |
| 3M | -16.8% | +22.8% | -39.6% | -17.8% |
| 6M | +1.5% | +33.2% | -31.7% | -2.1% |
| YTD | +9.8% | +124.8% | -115.0% | -1.3% |
| 1Y | +42.6% | +15.8% | +26.8% | +38.0% |
| All | +55.5% | -35.7% | +91.2% | +55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 10y: compounded portfolio wealth divided by compounded VG 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…
10y analysis · Full analysis span regression · 6 months rolling