+1,083.1%
VST vs CMI
+368.7%
+714.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.6% | +3.7% | +5.3% |
| 7D | -0.5% | -6.8% | +6.3% | +4.0% |
| 30D | -17.1% | -10.9% | -6.2% | -11.0% |
| 3M | -4.6% | -27.3% | +22.7% | +14.1% |
| 6M | -9.1% | -30.9% | +21.8% | +11.4% |
| YTD | -16.6% | -7.7% | -8.9% | -13.6% |
| 1Y | -29.5% | 0.0% | -29.5% | -30.1% |
| 3Y | +297.5% | +130.1% | +167.5% | +167.5% |
| 5Y | +654.5% | +121.5% | +533.1% | +405.4% |
| 10Y | +1,205.2% | +339.4% | +865.9% | +557.1% |
| All | +1,083.1% | +368.7% | +714.4% | +482.2% |
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 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