+13.8%
VRT vs CMI
+10.9%
+2.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -5.8% | -7.1% | -6.4% |
| 7D | -15.4% | -11.2% | -4.2% | -3.0% |
| 30D | -19.0% | -9.8% | -9.1% | -8.6% |
| 3M | -23.8% | -25.5% | +1.7% | +6.3% |
| 6M | -37.9% | -27.7% | -10.2% | -8.9% |
| YTD | +27.0% | -6.6% | +33.6% | +39.5% |
| 1Y | +13.8% | +11.7% | +2.1% | +11.2% |
| All | +13.8% | +10.9% | +2.9% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling