+9,548.9%
CMI vs VSAT
+1,423.4%
+8,125.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.9% | +5.7% | 0.0% |
| 7D | +0.7% | +3.5% | -2.8% | 0.0% |
| 30D | -12.3% | -14.7% | +2.4% | -9.9% |
| 3M | -16.8% | +13.2% | -30.0% | -19.9% |
| 6M | +1.5% | +57.4% | -55.8% | -8.7% |
| YTD | +9.8% | +110.0% | -100.2% | -6.8% |
| 1Y | +42.6% | +134.4% | -91.8% | +17.2% |
| 3Y | +151.0% | +203.5% | -52.5% | +72.3% |
| 5Y | +167.0% | +47.1% | +119.9% | +96.9% |
| 10Y | +512.2% | +0.4% | +511.8% | +359.9% |
| All | +9,548.9% | +1,423.4% | +8,125.5% | +4,448.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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