+322.0%
CMG vs ALL
+365.1%
-43.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.1% |
| 7D | -2.1% | -2.3% | +0.2% | -1.3% |
| 30D | +10.9% | -0.4% | +11.3% | +11.0% |
| 3M | +15.8% | +16.0% | -0.2% | +9.8% |
| 6M | +6.9% | +24.6% | -17.6% | -1.2% |
| YTD | -2.2% | +23.7% | -25.8% | -9.7% |
| 1Y | -7.1% | +27.7% | -34.8% | -15.4% |
| 3Y | -7.1% | +150.2% | -157.4% | -34.7% |
| 5Y | -4.8% | +117.1% | -121.9% | -31.5% |
| All | +322.0% | +365.1% | -43.0% | +118.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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