-97.1%
CGC vs VT
+253.7%
-350.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.7% | +0.4% | -3.1% | -3.3% |
| 30D | +4.4% | +1.0% | +3.4% | +2.9% |
| 3M | -6.4% | +2.4% | -8.8% | -10.2% |
| 6M | -9.9% | +12.0% | -21.9% | -23.6% |
| YTD | -14.6% | +15.3% | -30.0% | -30.6% |
| 1Y | -29.5% | +22.6% | -52.1% | -47.6% |
| 3Y | -82.3% | +74.7% | -157.0% | -91.8% |
| 5Y | -99.4% | +66.1% | -165.6% | -99.7% |
| 10Y | -96.7% | +225.0% | -321.7% | -99.0% |
| All | -97.1% | +253.7% | -350.8% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling