+1,934.0%
VRT vs CMG
+300.8%
+1,633.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.8% |
| 7D | +10.5% | +2.5% | +8.0% | +9.3% |
| 30D | -9.3% | +15.6% | -24.9% | -16.0% |
| 3M | -29.6% | +8.2% | -37.8% | -33.5% |
| 6M | -45.4% | +9.9% | -55.2% | -50.7% |
| YTD | +24.8% | -4.6% | +29.5% | +20.1% |
| 1Y | +23.6% | +12.4% | +11.2% | +7.8% |
| 3Y | +379.7% | -18.0% | +397.6% | +377.4% |
| 5Y | +660.3% | -5.3% | +665.7% | +580.4% |
| All | +1,934.0% | +300.8% | +1,633.1% | +879.5% |
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 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