+950.8%
VTI vs CMI
+9,852.0%
-8,901.2%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.2% |
| 3M | +3.6% | -14.8% | +18.4% | +9.0% |
| 6M | +13.6% | +0.8% | +12.8% | +11.8% |
| YTD | +12.9% | +10.2% | +2.7% | +7.0% |
| 1Y | +17.2% | +37.4% | -20.2% | +2.1% |
| 3Y | +75.7% | +153.3% | -77.6% | +21.2% |
| 5Y | +75.4% | +167.6% | -92.2% | +17.4% |
| 10Y | +303.3% | +514.4% | -211.0% | +96.1% |
| All | +950.8% | +9,852.0% | -8,901.2% | +47.9% |
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