+414.3%
VUG vs CMI
+516.5%
-102.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.4% |
| 7D | -0.5% | -0.7% | +0.2% | -0.2% |
| 30D | -1.0% | -12.4% | +11.4% | +4.3% |
| 3M | +3.5% | -14.8% | +18.3% | +9.6% |
| 6M | +14.2% | +0.8% | +13.4% | +11.8% |
| YTD | +8.5% | +10.2% | -1.7% | +1.6% |
| 1Y | +12.9% | +37.4% | -24.6% | -4.2% |
| 3Y | +85.6% | +153.3% | -67.6% | +19.2% |
| 5Y | +78.1% | +167.6% | -89.5% | +9.9% |
| All | +414.3% | +516.5% | -102.1% | +121.7% |
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