+484.0%
V vs CMG
+342.6%
+141.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +0.9% | +2.5% | -1.5% | +0.3% |
| 30D | +9.0% | +15.6% | -6.6% | +4.8% |
| 3M | +16.7% | +8.2% | +8.5% | +13.8% |
| 6M | +33.4% | +9.9% | +23.5% | +28.3% |
| YTD | +22.4% | -4.6% | +27.0% | +21.6% |
| 1Y | +27.7% | +12.4% | +15.3% | +21.3% |
| 3Y | +78.0% | -18.0% | +95.9% | +77.7% |
| 5Y | +108.5% | -5.3% | +113.8% | +94.3% |
| All | +484.0% | +342.6% | +141.4% | +275.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 10y: compounded portfolio wealth divided by compounded CMG 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…
10y analysis · Full analysis span regression · 6 months rolling