+359.1%
VST vs CMI
+156.7%
+202.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.5% |
| 7D | +9.9% | +1.9% | +8.0% | +8.4% |
| 30D | +7.9% | -12.5% | +20.4% | +18.9% |
| 3M | +3.4% | -16.2% | +19.6% | +17.3% |
| 6M | -4.1% | +4.9% | -9.0% | -10.0% |
| YTD | -5.7% | +11.1% | -16.8% | -17.6% |
| 1Y | -18.9% | +43.4% | -62.3% | -44.0% |
| 3Y | +359.1% | +154.1% | +205.0% | +138.7% |
| All | +359.1% | +156.7% | +202.3% | +138.7% |
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