+122.6%
CMI vs VT
+74.5%
+48.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -0.9% |
| 7D | +1.5% | +2.9% | -1.4% | -2.2% |
| 30D | -14.0% | -2.5% | -11.5% | -11.0% |
| 3M | -28.3% | -3.3% | -25.0% | -25.0% |
| 6M | -34.9% | +1.5% | -36.5% | -36.1% |
| YTD | -9.9% | +11.4% | -21.2% | -20.9% |
| 1Y | -3.6% | +11.9% | -15.5% | -15.8% |
| All | +122.6% | +74.5% | +48.0% | +25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling