+161.7%
CMI vs VLTO
+27.2%
+134.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +3.3% |
| 7D | -0.7% | -2.3% | +1.6% | 0.0% |
| 30D | -13.4% | -0.9% | -12.6% | -13.3% |
| 3M | -17.0% | +13.8% | -30.8% | -21.5% |
| 6M | -1.6% | +2.0% | -3.7% | -2.8% |
| YTD | +11.0% | -3.2% | +14.2% | +11.9% |
| 1Y | +41.9% | -9.2% | +51.1% | +47.2% |
| All | +161.7% | +27.2% | +134.5% | +143.6% |
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