-2.3%
CMAG vs VT
+1.1%
-3.5%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.0% |
| 7D | -1.3% | -0.1% | -1.2% | -1.1% |
| 30D | -8.8% | -3.1% | -5.7% | -5.7% |
| 3M | -4.4% | -3.5% | -0.9% | -0.8% |
| 6M | -4.2% | +0.5% | -4.7% | -3.8% |
| All | -2.3% | +1.1% | -3.5% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling