+19,506.8%
CMI vs VMC
+3,191.4%
+16,315.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.9% |
| 7D | +1.9% | -0.5% | +2.4% | +2.1% |
| 30D | -12.5% | -9.1% | -3.4% | -8.5% |
| 3M | -16.2% | -4.1% | -12.1% | -15.1% |
| 6M | +4.9% | -5.5% | +10.4% | +7.0% |
| YTD | +11.1% | -8.9% | +20.1% | +15.0% |
| 1Y | +43.4% | -12.9% | +56.3% | +51.6% |
| 3Y | +154.1% | +22.1% | +131.9% | +124.9% |
| 5Y | +169.5% | +52.7% | +116.8% | +110.1% |
| 10Y | +503.8% | +152.7% | +351.0% | +232.0% |
| All | +19,506.8% | +3,191.4% | +16,315.4% | +3,207.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling