+339.4%
CMI vs VT
+223.7%
+115.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.6% | +1.0% | +0.9% |
| 7D | -6.8% | +0.4% | -7.2% | -7.3% |
| 30D | -10.9% | -2.6% | -8.3% | -8.3% |
| 3M | -27.3% | -3.2% | -24.1% | -24.7% |
| 6M | -30.9% | +0.9% | -31.8% | -31.3% |
| YTD | -7.7% | +11.3% | -19.0% | -16.6% |
| 1Y | 0.0% | +14.0% | -14.0% | -11.8% |
| 3Y | +130.1% | +75.8% | +54.2% | +32.0% |
| 5Y | +121.5% | +57.8% | +63.6% | +41.2% |
| 10Y | +339.4% | +219.8% | +119.6% | +20.5% |
| All | +339.4% | +223.7% | +115.7% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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