+4,013.6%
CMG vs VTR
+537.8%
+3,475.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -2.1% | -0.3% | -1.7% | -2.0% |
| 30D | +10.9% | +1.1% | +9.8% | +10.5% |
| 3M | +15.8% | +7.9% | +7.9% | +12.5% |
| 6M | +6.9% | +6.2% | +0.8% | +4.2% |
| YTD | -2.2% | +17.7% | -19.9% | -7.9% |
| 1Y | -7.1% | +32.9% | -40.0% | -16.4% |
| 3Y | -7.1% | +129.7% | -136.8% | -31.2% |
| 5Y | -4.8% | +89.3% | -94.1% | -26.2% |
| 10Y | +324.3% | +99.1% | +225.2% | +182.7% |
| All | +4,013.6% | +537.8% | +3,475.8% | +1,458.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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