+59.9%
VEA vs CMI
+164.8%
-104.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.2% | +0.7% |
| 7D | -1.5% | -0.7% | -0.7% | -1.2% |
| 30D | -0.8% | -12.4% | +11.6% | +3.7% |
| 3M | +2.5% | -14.8% | +17.2% | +7.7% |
| 6M | +11.1% | +0.8% | +10.3% | +9.7% |
| YTD | +17.2% | +10.2% | +7.0% | +11.6% |
| 1Y | +24.5% | +37.4% | -12.9% | +9.2% |
| 3Y | +75.4% | +153.3% | -77.9% | +18.3% |
| All | +59.9% | +164.8% | -104.9% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 5y: compounded portfolio wealth divided by compounded CMI 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…
5y analysis · Full analysis span regression · 6 months rolling