+379.1%
V vs CMG
+327.5%
+51.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -1.2% | -2.1% | +0.8% | -0.7% |
| 30D | +3.1% | +10.9% | -7.8% | +0.3% |
| 3M | +16.3% | +15.8% | +0.5% | +11.1% |
| 6M | +20.4% | +6.9% | +13.4% | +17.0% |
| YTD | +6.3% | -2.2% | +8.4% | +5.4% |
| 1Y | +8.7% | -7.1% | +15.8% | +8.3% |
| 3Y | +53.3% | -7.1% | +60.4% | +48.5% |
| 5Y | +71.1% | -4.8% | +75.9% | +60.2% |
| All | +379.1% | +327.5% | +51.6% | +218.9% |
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