+3,909.1%
CMG vs VUG
+1,044.6%
+2,864.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +1.1% |
| 7D | +2.5% | +2.5% | 0.0% | +0.3% |
| 30D | +15.6% | -6.3% | +21.9% | +21.7% |
| 3M | +8.2% | -6.0% | +14.2% | +13.1% |
| 6M | +9.9% | -3.5% | +13.4% | +11.1% |
| YTD | -4.6% | +3.9% | -8.6% | -10.1% |
| 1Y | +12.4% | +5.1% | +7.3% | +4.9% |
| 3Y | -18.0% | +77.9% | -95.8% | -53.9% |
| 5Y | -5.3% | +62.4% | -67.7% | -42.4% |
| 10Y | +344.2% | +399.4% | -55.2% | -8.6% |
| All | +3,909.1% | +1,044.6% | +2,864.5% | +266.7% |
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