+383.6%
CMG vs VCIT
+30.2%
+353.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.7% | +3.7% |
| 7D | +8.6% | +0.7% | +7.9% | +7.8% |
| 30D | +13.1% | +1.8% | +11.3% | +11.1% |
| 3M | +9.0% | -1.1% | +10.1% | +10.3% |
| 6M | +10.0% | -1.7% | +11.7% | +11.9% |
| YTD | -3.4% | -1.1% | -2.3% | -2.2% |
| 1Y | +16.8% | -0.4% | +17.2% | +17.3% |
| 3Y | -14.7% | +20.5% | -35.2% | -30.3% |
| 5Y | -1.5% | +3.8% | -5.3% | -5.2% |
| 10Y | +383.6% | +31.2% | +352.4% | +389.8% |
| All | +383.6% | +30.2% | +353.4% | +389.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 10y: compounded portfolio wealth divided by compounded VCIT 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…
10y analysis · Full analysis span regression · 6 months rolling