+503.2%
CMI price history and return analytics
+229.8%
+273.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.3% |
| 7D | -0.7% | -1.1% | +0.4% | +0.5% |
| 30D | -12.4% | -1.0% | -11.4% | -11.5% |
| 3M | -14.8% | +3.2% | -17.9% | -17.4% |
| 6M | +0.8% | +12.5% | -11.7% | -10.4% |
| YTD | +10.2% | +14.1% | -3.9% | -3.1% |
| 1Y | +37.4% | +18.9% | +18.5% | +15.9% |
| 3Y | +153.3% | +74.1% | +79.2% | +46.4% |
| 5Y | +167.6% | +66.9% | +100.7% | +60.9% |
| All | +503.2% | +229.8% | +273.4% | +64.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling