+3,909.1%
CMG vs VO
+557.6%
+3,351.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +2.5% | +3.1% | -0.6% | -0.2% |
| 30D | +15.6% | +2.2% | +13.4% | +13.4% |
| 3M | +8.2% | -2.5% | +10.7% | +10.5% |
| 6M | +9.9% | +7.0% | +2.9% | +3.0% |
| YTD | -4.6% | +14.0% | -18.6% | -15.4% |
| 1Y | +12.4% | +15.6% | -3.2% | -1.4% |
| 3Y | -18.0% | +66.2% | -84.1% | -47.9% |
| 5Y | -5.3% | +36.6% | -41.9% | -28.1% |
| 10Y | +344.2% | +199.0% | +145.3% | +68.5% |
| All | +3,909.1% | +557.6% | +3,351.5% | +667.9% |
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