-4.9%
CMI vs VG
+35.0%
-39.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -2.5% |
| 7D | -9.3% | -7.7% | -1.6% | -9.7% |
| 30D | -13.2% | -8.8% | -4.4% | -13.6% |
| 3M | -28.2% | -15.6% | -12.6% | -28.8% |
| 6M | -32.7% | +5.2% | -37.9% | -31.9% |
| YTD | -10.1% | +76.9% | -87.0% | -13.4% |
| 1Y | -4.9% | +42.5% | -47.4% | -6.5% |
| All | -4.9% | +35.0% | -39.9% | -6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling