+4,584.7%
CMI vs VWO
+320.5%
+4,264.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.6% |
| 7D | -0.7% | -1.8% | +1.1% | +0.9% |
| 30D | -12.4% | -0.1% | -12.3% | -12.3% |
| 3M | -14.8% | +2.2% | -17.0% | -16.4% |
| 6M | +0.8% | +8.8% | -8.0% | -6.0% |
| YTD | +10.2% | +12.4% | -2.2% | 0.0% |
| 1Y | +37.4% | +15.6% | +21.9% | +21.6% |
| 3Y | +153.3% | +62.5% | +90.8% | +65.3% |
| 5Y | +167.6% | +34.3% | +133.3% | +103.6% |
| 10Y | +514.4% | +114.8% | +399.6% | +189.0% |
| All | +4,584.7% | +320.5% | +4,264.2% | +1,141.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling