+10.9%
CMG vs CAPR
+47.4%
-36.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +8.3% | -2.4% | +5.9% |
| 7D | +22.5% | +43.2% | -20.7% | +22.7% |
| 30D | +14.1% | +14.7% | -0.6% | +14.1% |
| 3M | +4.1% | +113.9% | -109.8% | +4.6% |
| 6M | +10.1% | -73.4% | +83.4% | +10.0% |
| YTD | -4.9% | -69.1% | +64.2% | -4.9% |
| 1Y | +10.9% | +47.2% | -36.3% | +12.1% |
| All | +10.9% | +47.4% | -36.5% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling