-7.6%
CMG vs VFC
-27.2%
+19.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -2.3% |
| 7D | -6.5% | -2.3% | -4.1% | -6.2% |
| 30D | +12.1% | -13.4% | +25.5% | +13.9% |
| 3M | +20.6% | -23.7% | +44.3% | +23.7% |
| 6M | +2.1% | -24.5% | +26.6% | +4.8% |
| YTD | -2.6% | -27.8% | +25.2% | +0.4% |
| 1Y | -8.7% | -13.5% | +4.8% | -7.6% |
| All | -7.6% | -27.2% | +19.7% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 3y: compounded portfolio wealth divided by compounded VFC 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…
3y analysis · Full analysis span regression · 6 months rolling