+2,723.0%
VRT vs CMG
+319.9%
+2,403.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +6.0% | +5.1% |
| 7D | +9.1% | -2.8% | +11.9% | +10.5% |
| 30D | +0.9% | +7.1% | -6.2% | -2.8% |
| 3M | -13.4% | +31.2% | -44.5% | -27.2% |
| 6M | +11.7% | +0.7% | +11.0% | +7.0% |
| YTD | +73.2% | -0.1% | +73.3% | +65.4% |
| 1Y | +123.4% | -10.7% | +134.2% | +121.8% |
| 3Y | +606.2% | -4.7% | +610.8% | +556.8% |
| 5Y | +899.9% | -3.8% | +903.6% | +798.9% |
| All | +2,723.0% | +319.9% | +2,403.1% | +1,248.7% |
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