+4,013.6%
CMG vs VTRS
+8.1%
+4,005.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | -2.1% | -2.2% | +0.1% | -1.6% |
| 30D | +10.9% | +3.3% | +7.6% | +10.1% |
| 3M | +15.8% | +2.0% | +13.9% | +15.1% |
| 6M | +6.9% | +19.9% | -13.0% | +2.2% |
| YTD | -2.2% | +35.7% | -37.9% | -9.5% |
| 1Y | -7.1% | +68.1% | -75.2% | -18.5% |
| 3Y | -7.1% | +87.1% | -94.2% | -22.7% |
| 5Y | -4.8% | +47.6% | -52.4% | -18.3% |
| 10Y | +324.3% | -48.2% | +372.5% | +333.5% |
| All | +4,013.6% | +8.1% | +4,005.6% | +2,498.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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