+123.4%
VRT vs CMG
-11.4%
+134.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +6.0% | +4.2% |
| 7D | +9.1% | -2.8% | +11.9% | +8.9% |
| 30D | +0.9% | +7.1% | -6.2% | +1.3% |
| 3M | -13.4% | +31.2% | -44.5% | -13.8% |
| 6M | +11.7% | +0.7% | +11.0% | +13.7% |
| YTD | +73.2% | -0.1% | +73.3% | +76.1% |
| 1Y | +123.4% | -10.7% | +134.2% | +131.5% |
| All | +123.4% | -11.4% | +134.8% | +131.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling