+4,100.0%
CMG vs VUG
+1,100.8%
+2,999.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.2% |
| 7D | -2.8% | -0.1% | -2.7% | -2.8% |
| 30D | +7.1% | -0.3% | +7.4% | +7.3% |
| 3M | +31.2% | -0.7% | +31.8% | +30.6% |
| 6M | +0.7% | +14.6% | -13.9% | -12.1% |
| YTD | -0.1% | +9.0% | -9.1% | -8.8% |
| 1Y | -10.7% | +14.9% | -25.6% | -22.4% |
| 3Y | -4.7% | +86.0% | -90.7% | -48.1% |
| 5Y | -3.8% | +76.7% | -80.4% | -45.3% |
| 10Y | +352.5% | +411.3% | -58.8% | -7.8% |
| All | +4,100.0% | +1,100.8% | +2,999.2% | +271.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling