+117.4%
CMI vs VT
+69.7%
+47.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | 0.0% |
| 7D | -10.0% | -2.3% | -7.7% | -7.3% |
| 30D | -13.0% | -5.0% | -8.0% | -7.0% |
| 3M | -29.9% | -4.9% | -25.0% | -25.1% |
| 6M | -36.7% | -1.5% | -35.1% | -35.3% |
| YTD | -10.9% | +8.5% | -19.4% | -19.1% |
| 1Y | -1.3% | +11.4% | -12.7% | -13.0% |
| 3Y | +117.4% | +70.1% | +47.3% | +23.1% |
| All | +117.4% | +69.7% | +47.6% | +23.1% |
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