+588.9%
VST vs CMI
+112.1%
+476.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.3% | +10.2% | +10.3% |
| 7D | -9.8% | -10.0% | +0.2% | -3.0% |
| 30D | -25.1% | -13.0% | -12.1% | -17.6% |
| 3M | -11.6% | -29.9% | +18.3% | +11.0% |
| 6M | -20.9% | -36.7% | +15.8% | +5.3% |
| YTD | -22.3% | -10.9% | -11.4% | -18.1% |
| 1Y | -32.0% | -1.3% | -30.7% | -33.1% |
| 3Y | +262.4% | +117.4% | +145.0% | +143.0% |
| All | +588.9% | +112.1% | +476.8% | +361.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling