-99.5%
CGC vs VT
+53.4%
-152.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -4.0% |
| 7D | -0.2% | -2.3% | +2.2% | +5.4% |
| 30D | -25.7% | -5.0% | -20.7% | -16.7% |
| 3M | -30.0% | -4.9% | -25.2% | -21.8% |
| 6M | -43.3% | -1.5% | -41.8% | -42.0% |
| YTD | -42.8% | +8.5% | -51.3% | -52.3% |
| 1Y | -40.2% | +11.4% | -51.6% | -53.5% |
| 3Y | -88.8% | +70.1% | -158.9% | -96.8% |
| All | -99.5% | +53.4% | -152.9% | -99.8% |
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