+3,201.9%
CMG vs VIG
+614.0%
+2,587.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.0% |
| 7D | -6.5% | -1.2% | -5.3% | -5.4% |
| 30D | +12.1% | -2.8% | +14.9% | +15.4% |
| 3M | +20.6% | +2.5% | +18.1% | +17.5% |
| 6M | +2.1% | +8.1% | -6.0% | -5.8% |
| YTD | -2.6% | +9.6% | -12.2% | -11.2% |
| 1Y | -8.7% | +14.2% | -22.8% | -20.1% |
| 3Y | -7.4% | +56.1% | -63.5% | -40.9% |
| 5Y | -5.7% | +62.8% | -68.5% | -41.8% |
| 10Y | +322.3% | +248.2% | +74.1% | +17.4% |
| All | +3,201.9% | +614.0% | +2,587.8% | +340.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling