-4.1%
CMG vs VST
+633.9%
-638.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | +2.5% | +6.6% | -4.1% | +1.7% |
| 30D | +15.6% | -12.4% | +28.0% | +17.0% |
| 3M | +8.2% | -9.0% | +17.2% | +8.4% |
| 6M | +9.9% | -6.4% | +16.3% | +9.1% |
| YTD | -4.6% | -17.2% | +12.5% | -4.4% |
| 1Y | +12.4% | -22.0% | +34.4% | +13.5% |
| 3Y | -18.0% | +296.7% | -314.6% | -49.7% |
| All | -4.1% | +633.9% | -638.0% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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