-3.3%
CMG vs VLTO
+56.3%
-59.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +8.0% | +1.6% | +6.4% | +7.5% |
| 30D | +13.7% | +22.0% | -8.2% | +6.7% |
| 3M | +11.8% | +21.9% | -10.1% | +4.9% |
| 6M | +10.6% | +36.5% | -26.0% | -0.9% |
| YTD | -2.9% | +19.0% | -21.9% | -9.1% |
| 1Y | +17.8% | +21.0% | -3.1% | +9.7% |
| 3Y | -15.3% | +69.9% | -85.2% | -23.5% |
| All | -3.3% | +56.3% | -59.7% | -14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling