-97.7%
CGC vs VT
+246.0%
-343.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.7% | +4.7% | +3.8% |
| 7D | +11.9% | -0.3% | +12.2% | +12.5% |
| 30D | -15.0% | -1.4% | -13.6% | -13.0% |
| 3M | -19.2% | -1.4% | -17.8% | -17.3% |
| 6M | -31.6% | +5.5% | -37.1% | -37.1% |
| YTD | -34.0% | +12.8% | -46.9% | -44.5% |
| 1Y | -33.5% | +15.4% | -48.9% | -46.2% |
| 3Y | -88.0% | +76.9% | -164.9% | -94.6% |
| 5Y | -99.4% | +60.4% | -159.8% | -99.7% |
| 10Y | -98.5% | +232.8% | -331.3% | -99.6% |
| All | -97.7% | +246.0% | -343.7% | -99.4% |
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 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