-8.7%
CMG vs VLTO
-10.6%
+1.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.2% |
| 7D | -6.5% | -2.6% | -3.9% | -5.7% |
| 30D | +12.1% | -2.5% | +14.6% | +13.0% |
| 3M | +20.6% | +10.1% | +10.5% | +14.1% |
| 6M | +2.1% | +1.0% | +1.1% | +0.1% |
| YTD | -2.6% | -4.8% | +2.2% | -2.6% |
| 1Y | -8.7% | -9.3% | +0.6% | -9.1% |
| All | -8.7% | -10.6% | +1.9% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling