+81.7%
VRT vs CMG
-8.2%
+89.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.3% | -5.9% | -5.6% |
| 7D | -7.7% | -3.8% | -3.9% | -7.9% |
| 30D | -12.0% | +12.9% | -24.9% | -11.4% |
| 3M | -11.7% | +18.8% | -30.4% | -12.0% |
| 6M | -8.1% | +4.1% | -12.1% | -7.0% |
| YTD | +53.2% | -2.4% | +55.6% | +55.5% |
| 1Y | +81.7% | -6.7% | +88.3% | +88.5% |
| All | +81.7% | -8.2% | +89.9% | +88.5% |
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