-2.5%
CMG vs VST
+761.6%
-764.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.1% | -2.1% |
| 7D | -2.8% | +8.9% | -11.7% | -4.0% |
| 30D | +7.1% | +6.2% | +0.9% | +6.1% |
| 3M | +31.2% | -2.7% | +33.9% | +31.2% |
| 6M | +0.7% | -8.4% | +9.0% | +1.1% |
| YTD | -0.1% | -7.2% | +7.1% | -0.4% |
| 1Y | -10.7% | -20.9% | +10.2% | -9.1% |
| 3Y | -4.7% | +384.0% | -388.7% | -40.9% |
| All | -2.5% | +761.6% | -764.0% | -47.3% |
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