-7.1%
CMG vs VO
+13.3%
-20.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.6% |
| 7D | -2.1% | -1.5% | -0.5% | -0.6% |
| 30D | +10.9% | -3.0% | +13.9% | +14.2% |
| 3M | +15.8% | +2.8% | +13.0% | +11.9% |
| 6M | +6.9% | +10.9% | -4.0% | -7.2% |
| YTD | -2.2% | +12.5% | -14.6% | -16.8% |
| 1Y | -7.1% | +12.0% | -19.1% | -21.7% |
| All | -7.1% | +13.3% | -20.3% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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