+166.9%
VEA vs CMI
+1,344.0%
-1,177.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -0.9% |
| 7D | -2.1% | +0.8% | -2.9% | -2.4% |
| 30D | -1.1% | -12.8% | +11.7% | +4.3% |
| 3M | +5.1% | -12.4% | +17.5% | +10.1% |
| 6M | +9.8% | -0.9% | +10.7% | +8.9% |
| YTD | +15.9% | +8.9% | +7.1% | +10.3% |
| 1Y | +24.6% | +37.7% | -13.1% | +7.5% |
| 3Y | +75.5% | +148.9% | -73.3% | +17.0% |
| 5Y | +59.4% | +164.4% | -105.0% | +2.1% |
| 10Y | +160.3% | +506.9% | -346.6% | +14.2% |
| All | +166.9% | +1,344.0% | -1,177.1% | -36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling