+953.6%
VRT vs CMG
-5.7%
+959.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -2.5% | -7.1% | -8.4% |
| 7D | +2.4% | -6.5% | +8.9% | +5.8% |
| 30D | -2.7% | +12.1% | -14.8% | -8.5% |
| 3M | -9.2% | +20.6% | -29.8% | -21.0% |
| 6M | -0.5% | +2.1% | -2.6% | -5.7% |
| YTD | +62.3% | -2.6% | +65.0% | +56.9% |
| 1Y | +109.6% | -8.7% | +118.3% | +105.0% |
| 3Y | +573.1% | -7.4% | +580.5% | +500.1% |
| 5Y | +953.6% | -5.7% | +959.3% | +754.2% |
| All | +953.6% | -5.7% | +959.3% | +754.2% |
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