+10.9%
CMG vs VMC
+3.7%
+7.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.6% | +1.2% | +4.7% |
| 7D | +22.5% | +12.3% | +10.2% | +19.6% |
| 30D | +14.1% | +21.2% | -7.1% | +10.0% |
| 3M | +4.1% | +4.6% | -0.5% | +2.5% |
| 6M | +10.1% | +3.9% | +6.2% | +8.3% |
| YTD | -4.9% | +5.0% | -9.8% | -9.8% |
| 1Y | +10.9% | +2.6% | +8.3% | +5.2% |
| All | +10.9% | +3.7% | +7.2% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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