+1,794.5%
CMG vs VT
+346.0%
+1,448.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -3.0% | -2.9% |
| 7D | +8.0% | -2.3% | +10.3% | +9.9% |
| 30D | +11.9% | -5.0% | +16.8% | +16.3% |
| 3M | +2.1% | -4.9% | +7.0% | +5.9% |
| 6M | +5.2% | -1.5% | +6.7% | +5.4% |
| YTD | -6.9% | +8.5% | -15.4% | -13.7% |
| 1Y | +12.7% | +11.4% | +1.3% | +2.2% |
| 3Y | -16.8% | +70.1% | -86.9% | -46.3% |
| 5Y | -4.1% | +53.7% | -57.8% | -32.2% |
| 10Y | +364.7% | +220.0% | +144.8% | +90.8% |
| All | +1,794.5% | +346.0% | +1,448.5% | +583.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling