+4,100.0%
CMG vs VSAT
+205.9%
+3,894.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.6% |
| 7D | -1.5% | +17.3% | -18.8% | -4.2% |
| 30D | +12.7% | -3.3% | +16.0% | +13.0% |
| 3M | +26.3% | +18.7% | +7.5% | +20.0% |
| 6M | +4.5% | +77.6% | -73.1% | -9.1% |
| YTD | -0.1% | +125.6% | -125.7% | -17.9% |
| 1Y | -6.8% | +158.3% | -165.1% | -26.4% |
| 3Y | -5.0% | +226.1% | -231.1% | -38.8% |
| 5Y | -3.0% | +54.7% | -57.7% | -31.1% |
| 10Y | +323.6% | +3.5% | +320.0% | +204.3% |
| All | +4,100.0% | +205.9% | +3,894.1% | +1,423.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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