+573.1%
VRT vs CMI
+149.3%
+423.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.2% | -8.4% | -8.4% |
| 7D | +2.4% | +0.7% | +1.7% | +1.8% |
| 30D | -2.7% | -12.3% | +9.6% | +11.6% |
| 3M | -9.2% | -16.8% | +7.6% | +11.6% |
| 6M | -0.5% | +1.5% | -2.0% | +0.8% |
| YTD | +62.3% | +9.8% | +52.5% | +51.1% |
| 1Y | +109.6% | +42.6% | +67.0% | +51.4% |
| All | +573.1% | +149.3% | +423.8% | +257.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling