+27.3%
CMI vs VG
-49.4%
+76.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -2.7% |
| 7D | -9.3% | -7.7% | -1.6% | -9.0% |
| 30D | -13.2% | -8.8% | -4.4% | -13.0% |
| 3M | -28.2% | -15.6% | -12.6% | -27.8% |
| 6M | -32.7% | +5.2% | -37.9% | -33.5% |
| YTD | -10.1% | +76.9% | -87.0% | -18.4% |
| 1Y | -4.9% | +42.5% | -47.4% | -11.6% |
| All | +27.3% | -49.4% | +76.7% | +28.0% |
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