-4.1%
CMG vs VSH
+38.9%
-43.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.5% | +0.9% |
| 7D | +2.5% | +14.3% | -11.9% | +0.4% |
| 30D | +15.6% | -7.9% | +23.5% | +16.0% |
| 3M | +8.2% | -19.9% | +28.0% | +10.3% |
| 6M | +9.9% | -30.5% | +40.4% | +9.0% |
| YTD | -4.6% | +85.7% | -90.3% | -28.5% |
| 1Y | +12.4% | +98.9% | -86.5% | -17.5% |
| 3Y | -18.0% | +32.1% | -50.1% | -36.0% |
| All | -4.1% | +38.9% | -43.0% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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