-24.1%
VST vs CMI
-3.3%
-20.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.9% |
| 7D | +19.2% | +1.5% | +17.6% | +18.1% |
| 30D | -17.2% | -14.0% | -3.2% | -8.8% |
| 3M | -8.1% | -28.3% | +20.2% | +11.0% |
| 6M | -8.1% | -34.9% | +26.8% | +15.7% |
| YTD | -16.3% | -9.9% | -6.4% | -15.1% |
| 1Y | -24.1% | -3.6% | -20.5% | -24.7% |
| All | -24.1% | -3.3% | -20.8% | -24.7% |
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 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