-3.1%
CMG vs VCLT
-17.2%
+14.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.1% | -1.4% | -0.7% | -1.4% |
| 30D | +10.9% | -1.2% | +12.1% | +11.6% |
| 3M | +15.8% | -4.8% | +20.6% | +18.8% |
| 6M | +6.9% | -2.6% | +9.5% | +8.3% |
| YTD | -2.2% | -3.3% | +1.2% | -0.5% |
| 1Y | -7.1% | -4.8% | -2.3% | -4.7% |
| 3Y | -7.1% | +11.5% | -18.6% | -13.0% |
| All | -3.1% | -17.2% | +14.2% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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