+20.5%
CGMU vs VT
+107.2%
-86.7%
-4.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -0.2% | +1.0% | -1.2% | -0.2% |
| 30D | -1.1% | -0.2% | -0.9% | -1.1% |
| 3M | -1.5% | +4.5% | -6.0% | -1.7% |
| 6M | -1.5% | +14.1% | -15.6% | -2.3% |
| YTD | 0.0% | +14.8% | -14.8% | -0.9% |
| 1Y | +2.3% | +21.2% | -18.9% | +1.1% |
| 3Y | +13.0% | +76.6% | -63.6% | +8.6% |
| All | +20.5% | +107.2% | -86.7% | +14.2% |
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