-7.6%
CMG vs VMC
+17.4%
-25.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.3% | +0.7% | -1.6% |
| 7D | -6.5% | -5.3% | -1.1% | -5.0% |
| 30D | +12.1% | -12.3% | +24.4% | +16.3% |
| 3M | +20.6% | -10.3% | +30.8% | +23.7% |
| 6M | +2.1% | -8.6% | +10.7% | +4.0% |
| YTD | -2.6% | -11.9% | +9.3% | -1.0% |
| 1Y | -8.7% | -13.9% | +5.2% | -6.4% |
| All | -7.6% | +17.4% | -25.0% | -18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling