-0.5%
CMG vs VLTO
+26.2%
-26.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | -1.5% | -1.6% | +0.1% | -1.0% |
| 30D | +12.7% | -2.9% | +15.6% | +13.7% |
| 3M | +26.3% | +12.7% | +13.6% | +20.4% |
| 6M | +4.5% | +1.6% | +2.9% | +3.2% |
| YTD | -0.1% | -4.0% | +3.9% | +0.2% |
| 1Y | -6.8% | -10.2% | +3.4% | -4.6% |
| All | -0.5% | +26.2% | -26.7% | -5.3% |
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