-7.1%
CMG vs VG
+15.2%
-22.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.2% |
| 7D | -2.1% | +9.6% | -11.6% | -2.0% |
| 30D | +10.9% | +15.2% | -4.3% | +11.0% |
| 3M | +15.8% | +24.1% | -8.3% | +15.8% |
| 6M | +6.9% | +27.2% | -20.2% | +5.5% |
| YTD | -2.2% | +132.3% | -134.5% | -10.1% |
| 1Y | -7.1% | +15.7% | -22.8% | -8.6% |
| All | -7.1% | +15.2% | -22.3% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 1y: compounded portfolio wealth divided by compounded VG 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…
1y analysis · Full analysis span regression · 6 months rolling