+75.7%
VTI vs CMI
+150.2%
-74.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.4% |
| 7D | -0.9% | -0.7% | -0.2% | -0.7% |
| 30D | -1.4% | -12.4% | +10.9% | +2.6% |
| 3M | +3.6% | -14.8% | +18.4% | +8.2% |
| 6M | +13.6% | +0.8% | +12.8% | +11.0% |
| YTD | +12.9% | +10.2% | +2.7% | +5.9% |
| 1Y | +17.2% | +37.4% | -20.2% | +0.5% |
| 3Y | +75.7% | +153.3% | -77.6% | +19.2% |
| All | +75.7% | +150.2% | -74.5% | +19.2% |
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 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