+321.2%
CMG vs BP
+137.6%
+183.6%
-58.9%
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 | -3.8% | +5.7% | -9.6% | -5.0% |
| 30D | +12.9% | +8.1% | +4.8% | +10.9% |
| 3M | +18.8% | +8.6% | +10.2% | +16.3% |
| 6M | +4.1% | +18.1% | -14.1% | -0.7% |
| YTD | -2.4% | +37.6% | -40.0% | -10.3% |
| 1Y | -6.7% | +39.4% | -46.1% | -14.7% |
| 3Y | -7.1% | +40.1% | -47.2% | -16.4% |
| 5Y | -5.0% | +141.3% | -146.3% | -28.4% |
| All | +321.2% | +137.6% | +183.6% | +190.6% |
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