-7.1%
CMG vs VIG
+13.0%
-20.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.6% |
| 7D | -2.1% | -1.1% | -1.0% | -0.8% |
| 30D | +10.9% | -2.7% | +13.7% | +14.5% |
| 3M | +15.8% | +2.5% | +13.3% | +11.5% |
| 6M | +6.9% | +9.2% | -2.3% | -6.6% |
| YTD | -2.2% | +9.8% | -12.0% | -15.0% |
| 1Y | -7.1% | +12.4% | -19.5% | -23.0% |
| All | -7.1% | +13.0% | -20.1% | -23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling