+112.4%
C vs CMG
-0.9%
+113.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.8% | -1.4% | +1.6% |
| 7D | -0.9% | +8.6% | -9.5% | -2.8% |
| 30D | -5.4% | +13.1% | -18.5% | -8.2% |
| 3M | -9.2% | +9.0% | -18.2% | -11.5% |
| 6M | -1.8% | +10.0% | -11.8% | -5.6% |
| YTD | +6.7% | -3.4% | +10.1% | +6.1% |
| 1Y | +23.5% | +16.8% | +6.7% | +17.0% |
| 3Y | +219.8% | -14.7% | +234.5% | +218.6% |
| 5Y | +112.4% | -1.5% | +114.0% | +88.9% |
| All | +112.4% | -0.9% | +113.3% | +88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling