+4,013.6%
CMG vs VTV
+551.2%
+3,462.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.4% |
| 7D | -2.1% | -1.1% | -1.0% | -1.2% |
| 30D | +10.9% | -1.0% | +11.9% | +11.9% |
| 3M | +15.8% | +4.6% | +11.2% | +11.4% |
| 6M | +6.9% | +13.5% | -6.6% | -3.9% |
| YTD | -2.2% | +18.5% | -20.7% | -15.1% |
| 1Y | -7.1% | +22.9% | -30.0% | -21.7% |
| 3Y | -7.1% | +67.8% | -75.0% | -39.5% |
| 5Y | -4.8% | +81.8% | -86.6% | -41.6% |
| 10Y | +324.3% | +233.0% | +91.3% | +52.3% |
| All | +4,013.6% | +551.2% | +3,462.5% | +708.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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