+117.7%
CMI vs VLTO
+56.1%
+61.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.4% |
| 7D | -6.8% | +2.0% | -8.9% | -7.3% |
| 30D | -10.9% | +21.8% | -32.7% | -15.8% |
| 3M | -27.3% | +20.2% | -47.5% | -31.1% |
| 6M | -30.9% | +36.3% | -67.2% | -37.9% |
| YTD | -7.7% | +18.8% | -26.5% | -12.3% |
| 1Y | 0.0% | +20.4% | -20.4% | -5.7% |
| 3Y | +130.1% | +71.9% | +58.2% | +98.7% |
| All | +117.7% | +56.1% | +61.6% | +90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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