+3,205.0%
CMI vs VIG
+617.8%
+2,587.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +1.3% |
| 7D | +1.9% | -0.4% | +2.3% | +2.5% |
| 30D | -12.5% | -2.1% | -10.4% | -9.8% |
| 3M | -16.2% | +3.3% | -19.6% | -20.3% |
| 6M | +4.9% | +9.3% | -4.4% | -7.8% |
| YTD | +11.1% | +10.1% | +1.0% | -3.0% |
| 1Y | +43.4% | +14.7% | +28.7% | +17.9% |
| 3Y | +154.1% | +56.9% | +97.1% | +31.6% |
| 5Y | +169.5% | +62.9% | +106.6% | +29.7% |
| 10Y | +503.8% | +241.3% | +262.5% | -18.7% |
| All | +3,205.0% | +617.8% | +2,587.2% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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