+19,339.2%
CMI vs VTRS
+553.2%
+18,786.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | -0.7% | -2.2% | +1.5% | -0.2% |
| 30D | -12.4% | +3.3% | -15.7% | -13.1% |
| 3M | -14.8% | +2.0% | -16.8% | -15.5% |
| 6M | +0.8% | +19.9% | -19.1% | -3.9% |
| YTD | +10.2% | +35.7% | -25.5% | +2.1% |
| 1Y | +37.4% | +68.1% | -30.7% | +20.8% |
| 3Y | +153.3% | +87.1% | +66.2% | +113.8% |
| 5Y | +167.6% | +47.6% | +120.0% | +133.5% |
| 10Y | +514.4% | -48.2% | +562.5% | +530.0% |
| All | +19,339.2% | +553.2% | +18,786.1% | +11,572.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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