+2,975.4%
CMG vs VEU
+190.9%
+2,784.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | -1.5% | +1.7% | -3.1% | -2.6% |
| 30D | +12.7% | +1.0% | +11.7% | +11.9% |
| 3M | +26.3% | +5.6% | +20.6% | +21.2% |
| 6M | +4.5% | +13.7% | -9.2% | -5.3% |
| YTD | -0.1% | +17.7% | -17.8% | -11.7% |
| 1Y | -6.8% | +25.8% | -32.5% | -21.3% |
| 3Y | -5.0% | +77.1% | -82.1% | -37.1% |
| 5Y | -3.0% | +57.1% | -60.2% | -29.9% |
| 10Y | +323.6% | +149.8% | +173.7% | +124.7% |
| All | +2,975.4% | +190.9% | +2,784.4% | +1,395.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling