+297.8%
VTI vs CMI
+516.5%
-218.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.3% |
| 7D | -0.9% | -0.7% | -0.2% | -0.6% |
| 30D | -1.4% | -12.4% | +10.9% | +3.9% |
| 3M | +3.6% | -14.8% | +18.4% | +9.8% |
| 6M | +13.6% | +0.8% | +12.8% | +11.0% |
| YTD | +12.9% | +10.2% | +2.7% | +5.3% |
| 1Y | +17.2% | +37.4% | -20.2% | -1.5% |
| 3Y | +75.7% | +153.3% | -77.6% | +9.6% |
| 5Y | +75.4% | +167.6% | -92.2% | +4.7% |
| All | +297.8% | +516.5% | -218.7% | +61.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling