+503.8%
CMI vs VT
+221.4%
+282.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.7% |
| 7D | +1.9% | +1.0% | +0.9% | +0.8% |
| 30D | -12.5% | -0.2% | -12.3% | -12.3% |
| 3M | -16.2% | +4.5% | -20.8% | -19.9% |
| 6M | +4.9% | +14.1% | -9.2% | -8.2% |
| YTD | +11.1% | +14.8% | -3.6% | -2.9% |
| 1Y | +43.4% | +21.2% | +22.2% | +18.6% |
| 3Y | +154.1% | +76.6% | +77.5% | +44.6% |
| 5Y | +169.5% | +66.6% | +102.9% | +62.2% |
| 10Y | +503.8% | +222.3% | +281.5% | +66.9% |
| All | +503.8% | +221.4% | +282.3% | +66.9% |
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