+503.2%
CMI vs VMC
+156.6%
+346.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +0.9% |
| 7D | -0.7% | -3.8% | +3.1% | +0.8% |
| 30D | -12.4% | -9.7% | -2.7% | -8.7% |
| 3M | -14.8% | -9.6% | -5.1% | -11.7% |
| 6M | +0.8% | -4.8% | +5.6% | +2.2% |
| YTD | +10.2% | -10.9% | +21.1% | +14.5% |
| 1Y | +37.4% | -15.6% | +53.0% | +46.0% |
| 3Y | +153.3% | +19.3% | +134.0% | +132.0% |
| 5Y | +167.6% | +48.0% | +119.6% | +122.1% |
| All | +503.2% | +156.6% | +346.6% | +309.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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