+319.8%
CMG vs VST
+1,022.7%
-702.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.8% |
| 7D | +8.0% | -6.0% | +14.0% | +8.6% |
| 30D | +13.7% | -18.8% | +32.5% | +16.8% |
| 3M | +11.8% | -8.0% | +19.8% | +11.8% |
| 6M | +10.6% | -10.9% | +21.5% | +10.6% |
| YTD | -2.9% | -18.3% | +15.4% | -2.4% |
| 1Y | +17.8% | -29.9% | +47.8% | +21.6% |
| 3Y | -15.3% | +290.3% | -305.6% | -45.6% |
| 5Y | -0.9% | +635.3% | -636.2% | -46.2% |
| 10Y | +358.4% | +1,162.4% | -804.0% | +160.3% |
| All | +319.8% | +1,022.7% | -702.9% | +131.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling