-7.1%
CMG price history and return analytics
+19.6%
-26.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.4% |
| 7D | -2.1% | -1.1% | -0.9% | -1.3% |
| 30D | +10.9% | -1.0% | +11.9% | +11.6% |
| 3M | +15.8% | +3.2% | +12.7% | +12.6% |
| 6M | +6.9% | +12.5% | -5.5% | -6.2% |
| YTD | -2.2% | +14.1% | -16.2% | -15.9% |
| 1Y | -7.1% | +18.9% | -26.0% | -23.5% |
| All | -7.1% | +19.6% | -26.7% | -23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling