-3.1%
CMG vs VEU
+55.0%
-58.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | -0.7% |
| 7D | -2.1% | -1.4% | -0.6% | -0.9% |
| 30D | +10.9% | -0.4% | +11.3% | +11.2% |
| 3M | +15.8% | +2.5% | +13.3% | +13.0% |
| 6M | +6.9% | +11.1% | -4.2% | -3.7% |
| YTD | -2.2% | +16.5% | -18.7% | -15.9% |
| 1Y | -7.1% | +22.9% | -30.0% | -23.9% |
| 3Y | -7.1% | +73.4% | -80.5% | -45.5% |
| All | -3.1% | +55.0% | -58.0% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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