+150.2%
CMI vs VMC
+17.8%
+132.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.1% | -1.0% |
| 7D | +0.8% | -3.7% | +4.5% | +2.6% |
| 30D | -12.8% | -12.8% | 0.0% | -7.1% |
| 3M | -12.4% | -7.9% | -4.5% | -9.9% |
| 6M | -0.9% | -7.5% | +6.6% | +1.8% |
| YTD | +8.9% | -11.6% | +20.5% | +13.7% |
| 1Y | +37.7% | -14.3% | +52.0% | +45.9% |
| All | +150.2% | +17.8% | +132.5% | +127.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling