+1,922.0%
CMG vs VCIT
+96.4%
+1,825.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | +8.0% | +0.1% | +7.9% | +7.9% |
| 30D | +11.9% | +1.9% | +10.0% | +10.6% |
| 3M | +2.1% | -1.4% | +3.6% | +3.1% |
| 6M | +5.2% | -2.1% | +7.3% | +6.6% |
| YTD | -6.9% | -1.6% | -5.3% | -5.9% |
| 1Y | +12.7% | -0.9% | +13.6% | +13.4% |
| 3Y | -16.8% | +20.0% | -36.8% | -25.7% |
| 5Y | -4.1% | +3.1% | -7.2% | -8.4% |
| 10Y | +364.7% | +28.7% | +336.0% | +355.2% |
| All | +1,922.0% | +96.4% | +1,825.6% | +2,604.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling