+3,341.8%
V vs CMG
+1,647.7%
+1,694.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +0.9% | +2.5% | -1.5% | +0.2% |
| 30D | +9.0% | +15.6% | -6.6% | +4.7% |
| 3M | +16.7% | +8.2% | +8.5% | +13.7% |
| 6M | +33.4% | +9.9% | +23.5% | +28.2% |
| 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% | +78.2% |
| 5Y | +108.5% | -5.3% | +113.8% | +96.4% |
| 10Y | +459.0% | +344.2% | +114.8% | +233.8% |
| All | +3,341.8% | +1,647.7% | +1,694.1% | +854.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling