+108.8%
V vs CMG
-1.1%
+109.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | +0.8% | +8.0% | -7.2% | -1.0% |
| 30D | +9.9% | +13.7% | -3.8% | +6.5% |
| 3M | +17.5% | +11.8% | +5.7% | +13.9% |
| 6M | +33.5% | +10.6% | +22.9% | +28.5% |
| YTD | +21.6% | -2.9% | +24.5% | +20.5% |
| 1Y | +27.6% | +17.8% | +9.7% | +20.0% |
| 3Y | +76.4% | -15.3% | +91.7% | +71.6% |
| All | +108.8% | -1.1% | +109.9% | +91.3% |
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