+503.2%
CMI vs VWO
+117.1%
+386.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.7% |
| 7D | -0.7% | -1.8% | +1.1% | +0.7% |
| 30D | -12.4% | -0.1% | -12.3% | -12.3% |
| 3M | -14.8% | +2.2% | -17.0% | -16.1% |
| 6M | +0.8% | +8.8% | -8.0% | -5.0% |
| YTD | +10.2% | +12.4% | -2.2% | +1.6% |
| 1Y | +37.4% | +15.6% | +21.9% | +24.2% |
| 3Y | +153.3% | +62.5% | +90.8% | +78.8% |
| 5Y | +167.6% | +34.3% | +133.3% | +114.5% |
| All | +503.2% | +117.1% | +386.1% | +230.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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