+4,100.0%
CMG vs VRSN
+1,418.7%
+2,681.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +1.4% |
| 7D | -1.5% | -2.1% | +0.7% | -0.6% |
| 30D | +12.7% | -3.9% | +16.6% | +14.4% |
| 3M | +26.3% | -0.1% | +26.4% | +25.5% |
| 6M | +4.5% | +16.4% | -11.9% | -3.3% |
| YTD | -0.1% | +17.2% | -17.3% | -8.4% |
| 1Y | -6.8% | +1.0% | -7.8% | -9.2% |
| 3Y | -5.0% | +39.1% | -44.1% | -20.7% |
| 5Y | -3.0% | +29.0% | -32.0% | -16.9% |
| 10Y | +323.6% | +275.8% | +47.7% | +131.6% |
| All | +4,100.0% | +1,418.7% | +2,681.3% | +1,005.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling