+2,486.9%
VRT vs CMI
+392.7%
+2,094.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.2% | +2.4% | +2.7% |
| 7D | -8.4% | -0.7% | -7.7% | -7.7% |
| 30D | -10.9% | -12.4% | +1.5% | -1.1% |
| 3M | -13.7% | -14.8% | +1.1% | -0.7% |
| 6M | -4.1% | +0.8% | -4.9% | -2.0% |
| YTD | +58.7% | +10.2% | +48.6% | +52.2% |
| 1Y | +89.6% | +37.4% | +52.2% | +55.9% |
| 3Y | +558.1% | +153.3% | +404.9% | +273.4% |
| 5Y | +953.0% | +167.6% | +785.4% | +478.7% |
| All | +2,486.9% | +392.7% | +2,094.2% | +968.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling