+4,100.0%
CMG vs VSH
+227.6%
+3,872.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.4% | -6.1% | -2.8% |
| 7D | -2.8% | +4.1% | -6.9% | -3.9% |
| 30D | +7.1% | -4.2% | +11.3% | +7.8% |
| 3M | +31.2% | -50.0% | +81.1% | +53.3% |
| 6M | +0.7% | +80.2% | -79.5% | -22.2% |
| YTD | -0.1% | +121.1% | -121.2% | -28.0% |
| 1Y | -10.7% | +112.0% | -122.7% | -35.3% |
| 3Y | -4.7% | +22.5% | -27.2% | -22.6% |
| 5Y | -3.8% | +64.0% | -67.8% | -29.9% |
| 10Y | +352.5% | +170.4% | +182.1% | +158.5% |
| All | +4,100.0% | +227.6% | +3,872.4% | +1,920.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling