+4,100.0%
CMG vs VO
+554.9%
+3,545.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.5% |
| 7D | -1.5% | +0.6% | -2.1% | -2.0% |
| 30D | +12.7% | -1.1% | +13.8% | +13.7% |
| 3M | +26.3% | +4.5% | +21.7% | +21.2% |
| 6M | +4.5% | +11.1% | -6.6% | -5.1% |
| YTD | -0.1% | +13.5% | -13.6% | -10.9% |
| 1Y | -6.8% | +14.5% | -21.3% | -17.3% |
| 3Y | -5.0% | +58.1% | -63.1% | -37.0% |
| 5Y | -3.0% | +43.3% | -46.3% | -29.2% |
| 10Y | +323.6% | +193.2% | +130.4% | +63.5% |
| All | +4,100.0% | +554.9% | +3,545.1% | +708.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling