+67.7%
V vs CMG
-5.7%
+73.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.3% |
| 7D | -2.9% | -6.5% | +3.6% | -1.4% |
| 30D | +1.9% | +12.1% | -10.2% | -1.0% |
| 3M | +13.2% | +20.6% | -7.3% | +7.1% |
| 6M | +16.7% | +2.1% | +14.6% | +14.9% |
| YTD | +5.4% | -2.6% | +8.0% | +4.7% |
| 1Y | +7.7% | -8.7% | +16.3% | +7.8% |
| 3Y | +52.0% | -7.4% | +59.4% | +44.0% |
| 5Y | +67.7% | -5.7% | +73.4% | +52.4% |
| All | +67.7% | -5.7% | +73.4% | +52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling