+322.0%
CMG vs VUG
+424.7%
-102.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.6% |
| 7D | -2.1% | -0.5% | -1.6% | -1.7% |
| 30D | +10.9% | -1.0% | +11.9% | +11.6% |
| 3M | +15.8% | +3.5% | +12.3% | +11.9% |
| 6M | +6.9% | +14.2% | -7.2% | -5.4% |
| YTD | -2.2% | +8.5% | -10.7% | -9.7% |
| 1Y | -7.1% | +12.9% | -20.0% | -17.1% |
| 3Y | -7.1% | +85.6% | -92.8% | -47.2% |
| 5Y | -4.8% | +78.1% | -82.9% | -44.2% |
| All | +322.0% | +424.7% | -102.7% | +21.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling