-7.1%
CMG vs VWO
+16.3%
-23.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | -2.1% | -1.8% | -0.3% | -1.5% |
| 30D | +10.9% | -0.1% | +11.0% | +10.9% |
| 3M | +15.8% | +2.2% | +13.6% | +14.2% |
| 6M | +6.9% | +8.8% | -1.8% | +0.7% |
| YTD | -2.2% | +12.4% | -14.6% | -11.0% |
| 1Y | -7.1% | +15.6% | -22.7% | -15.8% |
| All | -7.1% | +16.3% | -23.4% | -15.8% |
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