-7.3%
CMG vs VLTO
+54.8%
-62.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.9% |
| 7D | +8.0% | +5.4% | +2.6% | +6.2% |
| 30D | +11.9% | +22.3% | -10.4% | +4.9% |
| 3M | +2.1% | +19.6% | -17.5% | -3.6% |
| 6M | +5.2% | +35.2% | -30.0% | -5.4% |
| YTD | -6.9% | +17.9% | -24.8% | -12.6% |
| 1Y | +12.7% | +19.5% | -6.9% | +5.3% |
| 3Y | -16.8% | +73.9% | -90.7% | -24.4% |
| All | -7.3% | +54.8% | -62.2% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling