+322.0%
CMG vs VIG
+250.0%
+72.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.5% |
| 7D | -2.1% | -1.1% | -1.0% | -1.1% |
| 30D | +10.9% | -2.7% | +13.7% | +13.8% |
| 3M | +15.8% | +2.5% | +13.3% | +12.9% |
| 6M | +6.9% | +9.2% | -2.3% | -1.8% |
| YTD | -2.2% | +9.8% | -12.0% | -10.5% |
| 1Y | -7.1% | +12.4% | -19.5% | -16.8% |
| 3Y | -7.1% | +55.9% | -63.0% | -38.7% |
| 5Y | -4.8% | +63.9% | -68.7% | -39.5% |
| All | +322.0% | +250.0% | +72.0% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling