+25.7%
CGMM price history and return analytics
+39.1%
-13.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.1% |
| 7D | +1.1% | +1.0% | 0.0% | 0.0% |
| 30D | -2.0% | -0.2% | -1.7% | -1.7% |
| 3M | +3.9% | +4.5% | -0.7% | -1.0% |
| 6M | +8.5% | +14.1% | -5.6% | -6.4% |
| YTD | +12.8% | +14.8% | -2.0% | -3.4% |
| 1Y | +14.1% | +21.2% | -7.1% | -8.2% |
| All | +25.7% | +39.1% | -13.4% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 3y: compounded portfolio wealth divided by compounded VT 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…
3y analysis · Full analysis span regression · 6 months rolling