-5.0%
CMG vs VRSN
+32.1%
-37.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | 0.0% |
| 7D | -3.8% | -1.5% | -2.3% | -3.3% |
| 30D | +12.9% | +0.7% | +12.2% | +12.4% |
| 3M | +18.8% | +0.6% | +18.2% | +17.7% |
| 6M | +4.1% | +21.7% | -17.7% | -6.3% |
| YTD | -2.4% | +20.0% | -22.4% | -12.1% |
| 1Y | -6.7% | +3.2% | -9.8% | -9.5% |
| 3Y | -7.1% | +42.4% | -49.5% | -25.3% |
| 5Y | -5.0% | +33.0% | -37.9% | -20.3% |
| All | -5.0% | +32.1% | -37.0% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling