-2.5%
CMG vs VCIT
+4.1%
-6.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -2.8% | -0.3% | -2.5% | -2.5% |
| 30D | +7.1% | -0.8% | +7.9% | +7.9% |
| 3M | +31.2% | -1.0% | +32.2% | +32.4% |
| 6M | +0.7% | -1.8% | +2.5% | +2.6% |
| YTD | -0.1% | -0.7% | +0.6% | +0.6% |
| 1Y | -10.7% | +1.0% | -11.7% | -11.6% |
| 3Y | -4.7% | +18.8% | -23.5% | -20.3% |
| All | -2.5% | +4.1% | -6.5% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling