+2,070.5%
CMG vs VCIT
+98.3%
+1,972.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -2.8% | -0.3% | -2.5% | -2.6% |
| 30D | +7.1% | -0.8% | +7.9% | +7.7% |
| 3M | +31.2% | -1.0% | +32.2% | +32.0% |
| 6M | +0.7% | -1.8% | +2.5% | +1.9% |
| YTD | -0.1% | -0.7% | +0.6% | +0.4% |
| 1Y | -10.7% | +1.0% | -11.7% | -11.3% |
| 3Y | -4.7% | +18.8% | -23.5% | -14.4% |
| 5Y | -3.8% | +3.5% | -7.2% | -8.4% |
| 10Y | +352.5% | +29.2% | +323.3% | +339.5% |
| All | +2,070.5% | +98.3% | +1,972.3% | +2,785.5% |
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