+2,015.9%
CMG vs VCLT
+102.9%
+1,913.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | -6.5% | 0.0% | -6.5% | -6.5% |
| 30D | +12.1% | +0.1% | +12.0% | +12.0% |
| 3M | +20.6% | -2.9% | +23.5% | +21.7% |
| 6M | +2.1% | -4.0% | +6.1% | +3.4% |
| YTD | -2.6% | -2.2% | -0.4% | -1.9% |
| 1Y | -8.7% | -2.6% | -6.1% | -7.9% |
| 3Y | -7.4% | +12.3% | -19.7% | -11.0% |
| 5Y | -5.7% | -16.4% | +10.7% | -2.7% |
| 10Y | +322.3% | +18.1% | +304.3% | +343.0% |
| All | +2,015.9% | +102.9% | +1,913.0% | +2,648.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling