+325.9%
CMG vs BP
+143.9%
+182.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | +2.5% | +3.8% | -1.3% | +1.6% |
| 30D | +15.6% | -5.3% | +20.9% | +16.7% |
| 3M | +8.2% | +9.3% | -1.1% | +5.7% |
| 6M | +9.9% | +7.2% | +2.6% | +7.4% |
| YTD | -4.6% | +38.0% | -42.7% | -12.7% |
| 1Y | +12.4% | +33.2% | -20.8% | +3.7% |
| 3Y | -18.0% | +50.3% | -68.3% | -27.5% |
| 5Y | -5.3% | +114.1% | -119.4% | -26.0% |
| All | +325.9% | +143.9% | +182.0% | +186.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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