+7,061.7%
CMI vs VO
+821.9%
+6,239.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.9% |
| 7D | +1.9% | +0.6% | +1.3% | +1.0% |
| 30D | -12.5% | -1.1% | -11.4% | -11.3% |
| 3M | -16.2% | +4.5% | -20.8% | -20.7% |
| 6M | +4.9% | +11.1% | -6.2% | -7.7% |
| YTD | +11.1% | +13.5% | -2.4% | -4.4% |
| 1Y | +43.4% | +14.5% | +28.9% | +22.2% |
| 3Y | +154.1% | +58.1% | +96.0% | +44.6% |
| 5Y | +169.5% | +43.3% | +126.2% | +68.4% |
| 10Y | +503.8% | +193.2% | +310.6% | +33.4% |
| All | +7,061.7% | +821.9% | +6,239.7% | +262.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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