-7.1%
CMG vs VRSN
+4.1%
-11.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | -2.1% | +0.2% | -2.3% | -2.1% |
| 30D | +10.9% | +3.8% | +7.2% | +10.6% |
| 3M | +15.8% | +5.0% | +10.8% | +14.6% |
| 6M | +6.9% | +24.9% | -17.9% | +3.5% |
| YTD | -2.2% | +21.6% | -23.8% | -5.5% |
| 1Y | -7.1% | +2.4% | -9.5% | -0.8% |
| All | -7.1% | +4.1% | -11.2% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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