+2,200.1%
CMG vs VEA
+163.7%
+2,036.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +1.1% |
| 7D | -3.8% | -2.1% | -1.8% | -2.4% |
| 30D | +12.9% | -1.1% | +14.0% | +13.7% |
| 3M | +18.8% | +5.1% | +13.7% | +14.4% |
| 6M | +4.1% | +9.8% | -5.7% | -3.5% |
| YTD | -2.4% | +15.9% | -18.3% | -13.0% |
| 1Y | -6.7% | +24.6% | -31.2% | -20.9% |
| 3Y | -7.1% | +75.5% | -82.7% | -38.6% |
| 5Y | -5.0% | +59.4% | -64.4% | -32.5% |
| 10Y | +323.5% | +160.3% | +163.2% | +114.8% |
| All | +2,200.1% | +163.7% | +2,036.4% | +1,138.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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