+297.8%
VTI vs CMG
+327.5%
-29.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -0.9% | -2.1% | +1.2% | -0.4% |
| 30D | -1.4% | +10.9% | -12.4% | -4.0% |
| 3M | +3.6% | +15.8% | -12.2% | -1.0% |
| 6M | +13.6% | +6.9% | +6.7% | +10.4% |
| YTD | +12.9% | -2.2% | +15.1% | +11.9% |
| 1Y | +17.2% | -7.1% | +24.3% | +16.7% |
| 3Y | +75.7% | -7.1% | +82.8% | +70.9% |
| 5Y | +75.4% | -4.8% | +80.2% | +65.1% |
| All | +297.8% | +327.5% | -29.7% | +181.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling