-53.3%
CIM price history and return analytics
+66.8%
-120.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.2% |
| 7D | +2.6% | +1.0% | +1.6% | +1.4% |
| 30D | -3.2% | -0.2% | -2.9% | -2.9% |
| 3M | -8.1% | +4.5% | -12.6% | -13.1% |
| 6M | -8.5% | +14.1% | -22.6% | -22.2% |
| YTD | 0.0% | +14.8% | -14.8% | -15.9% |
| 1Y | -10.1% | +21.2% | -31.3% | -29.5% |
| 3Y | -7.3% | +76.6% | -83.9% | -55.2% |
| All | -53.3% | +66.8% | -120.0% | -77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 5y: compounded portfolio wealth divided by compounded VT 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…
5y analysis · Full analysis span regression · 6 months rolling