+289.5%
C vs CMG
+325.5%
-36.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.4% |
| 7D | +2.6% | -6.5% | +9.0% | +4.3% |
| 30D | +1.9% | +12.1% | -10.2% | -1.3% |
| 3M | +2.8% | +20.6% | -17.8% | -3.4% |
| 6M | +30.6% | +2.1% | +28.5% | +28.1% |
| YTD | +19.9% | -2.6% | +22.5% | +19.2% |
| 1Y | +44.6% | -8.7% | +53.3% | +44.9% |
| 3Y | +272.1% | -7.4% | +279.5% | +263.1% |
| 5Y | +132.0% | -5.7% | +137.6% | +118.7% |
| All | +289.5% | +325.5% | -36.0% | +142.3% |
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