-5.1%
CMG vs VLTO
+56.4%
-61.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | +2.5% | +1.0% | +1.5% | +2.2% |
| 30D | +15.6% | +17.5% | -1.9% | +9.8% |
| 3M | +8.2% | +21.4% | -13.2% | +1.7% |
| 6M | +9.9% | +38.1% | -28.3% | -1.9% |
| YTD | -4.6% | +19.0% | -23.7% | -10.7% |
| 1Y | +12.4% | +20.7% | -8.2% | +4.8% |
| 3Y | -18.0% | +64.3% | -82.3% | -26.0% |
| All | -5.1% | +56.4% | -61.4% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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