-98.7%
CGC vs VT
+214.8%
-313.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -4.1% | -6.0% | -3.5% |
| 7D | +0.1% | -4.2% | +4.3% | +7.8% |
| 30D | -24.1% | -5.8% | -18.3% | -16.0% |
| 3M | -27.5% | -5.2% | -22.2% | -20.4% |
| 6M | -37.4% | +0.1% | -37.5% | -37.6% |
| YTD | -40.7% | +8.2% | -48.9% | -47.4% |
| 1Y | -40.7% | +10.1% | -50.8% | -49.2% |
| 3Y | -89.2% | +69.7% | -158.9% | -95.2% |
| 5Y | -99.4% | +53.4% | -152.8% | -99.7% |
| All | -98.7% | +214.8% | -313.5% | -99.7% |
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