+10.9%
CMG vs VWO
+5.9%
+5.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.7% | +4.1% | +5.6% |
| 7D | +22.5% | -1.3% | +23.8% | +22.6% |
| 30D | +14.1% | -7.1% | +21.2% | +15.1% |
| 3M | +4.1% | -6.1% | +10.2% | +4.7% |
| 6M | +10.1% | -3.9% | +13.9% | +8.3% |
| YTD | -4.9% | +5.0% | -9.9% | -11.1% |
| 1Y | +10.9% | +6.0% | +4.9% | +3.5% |
| All | +10.9% | +5.9% | +5.0% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 1y: compounded portfolio wealth divided by compounded VWO 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…
1y analysis · Full analysis span regression · 6 months rolling