+4,005.7%
CMG vs VWO
+213.6%
+3,792.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +1.1% |
| 7D | -3.8% | -1.7% | -2.1% | -3.0% |
| 30D | +12.9% | -0.3% | +13.2% | +13.0% |
| 3M | +18.8% | +4.0% | +14.8% | +16.0% |
| 6M | +4.1% | +8.1% | -4.0% | -0.8% |
| YTD | -2.4% | +11.6% | -14.0% | -8.6% |
| 1Y | -6.7% | +16.2% | -22.9% | -14.4% |
| 3Y | -7.1% | +63.3% | -70.4% | -29.1% |
| 5Y | -5.0% | +33.4% | -38.3% | -19.4% |
| 10Y | +323.5% | +113.3% | +210.2% | +180.8% |
| All | +4,005.7% | +213.6% | +3,792.1% | +1,934.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling