+1,245.4%
VUG vs CMI
+7,058.8%
-5,813.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +0.9% | +1.9% | -1.0% | +0.2% |
| 30D | -1.4% | -12.5% | +11.1% | +3.1% |
| 3M | +2.3% | -16.2% | +18.5% | +8.1% |
| 6M | +15.7% | +4.9% | +10.8% | +12.4% |
| YTD | +8.6% | +11.1% | -2.5% | +2.9% |
| 1Y | +14.1% | +43.4% | -29.3% | -1.5% |
| 3Y | +87.9% | +154.1% | -66.2% | +31.7% |
| 5Y | +76.3% | +169.5% | -93.2% | +20.0% |
| 10Y | +409.7% | +503.8% | -94.1% | +156.4% |
| All | +1,245.4% | +7,058.8% | -5,813.4% | +191.0% |
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