-39.3%
CMG vs VG
-51.4%
+12.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | +8.0% | -22.0% | +30.0% | +8.6% |
| 30D | +11.9% | -11.6% | +23.5% | +12.1% |
| 3M | +2.1% | -14.9% | +17.0% | +2.4% |
| 6M | +5.2% | -3.5% | +8.7% | +4.6% |
| YTD | -6.9% | +70.0% | -76.9% | -13.0% |
| 1Y | +12.7% | +50.0% | -37.3% | +6.2% |
| All | -39.3% | -51.4% | +12.1% | -46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling