+2,826.7%
VRT vs CMI
+396.9%
+2,429.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.5% | +3.6% |
| 7D | +13.6% | +1.9% | +11.7% | +12.0% |
| 30D | +6.8% | -12.5% | +19.3% | +18.4% |
| 3M | -3.2% | -16.2% | +13.0% | +12.5% |
| 6M | +20.3% | +4.9% | +15.5% | +19.5% |
| YTD | +79.6% | +11.1% | +68.5% | +70.8% |
| 1Y | +139.0% | +43.4% | +95.6% | +90.4% |
| 3Y | +644.6% | +154.1% | +490.5% | +320.5% |
| 5Y | +1,024.4% | +169.5% | +854.9% | +513.4% |
| All | +2,826.7% | +396.9% | +2,429.8% | +1,098.9% |
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