+4,100.0%
CMG vs VUG
+1,096.3%
+3,003.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | -1.5% | +0.9% | -2.3% | -2.3% |
| 30D | +12.7% | -1.4% | +14.1% | +14.0% |
| 3M | +26.3% | +2.3% | +23.9% | +22.7% |
| 6M | +4.5% | +15.7% | -11.2% | -9.6% |
| YTD | -0.1% | +8.6% | -8.7% | -8.5% |
| 1Y | -6.8% | +14.1% | -20.8% | -18.4% |
| 3Y | -5.0% | +87.9% | -92.9% | -48.8% |
| 5Y | -3.0% | +76.3% | -79.3% | -44.8% |
| 10Y | +323.6% | +409.7% | -86.1% | -13.5% |
| All | +4,100.0% | +1,096.3% | +3,003.7% | +272.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded VUG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling