+361.4%
CMG vs VT
+224.4%
+137.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +0.9% |
| 7D | +4.1% | -0.7% | +4.8% | +4.6% |
| 30D | +20.5% | -1.7% | +22.3% | +22.3% |
| 3M | +14.5% | -2.3% | +16.8% | +16.5% |
| 6M | +14.8% | +1.5% | +13.3% | +11.8% |
| YTD | -1.0% | +12.0% | -13.0% | -12.4% |
| 1Y | +22.9% | +12.9% | +10.0% | +7.9% |
| 3Y | -13.6% | +74.9% | -88.6% | -50.6% |
| 5Y | +0.9% | +59.9% | -59.0% | -36.8% |
| 10Y | +361.4% | +224.6% | +136.7% | +107.1% |
| All | +361.4% | +224.4% | +137.0% | +107.1% |
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