+350.1%
CMG vs VT
+215.5%
+134.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -3.0% | -3.0% |
| 7D | +8.0% | -2.3% | +10.3% | +10.2% |
| 30D | +11.9% | -5.0% | +16.8% | +17.0% |
| 3M | +2.1% | -4.9% | +7.0% | +6.5% |
| 6M | +5.2% | -1.5% | +6.7% | +5.3% |
| YTD | -6.9% | +8.5% | -15.4% | -15.2% |
| 1Y | +12.7% | +11.4% | +1.3% | 0.0% |
| 3Y | -16.8% | +70.1% | -86.9% | -51.1% |
| 5Y | -4.1% | +53.7% | -57.8% | -37.6% |
| All | +350.1% | +215.5% | +134.5% | +121.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling