+322.3%
CMG vs CAPR
-77.3%
+399.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.6% | +2.1% | -2.5% |
| 7D | -6.5% | -12.6% | +6.2% | -6.4% |
| 30D | +12.1% | +124.4% | -112.3% | +11.1% |
| 3M | +20.6% | -66.8% | +87.4% | +21.1% |
| 6M | +2.1% | -71.8% | +73.9% | +2.6% |
| YTD | -2.6% | -70.1% | +67.4% | -2.2% |
| 1Y | -8.7% | +33.3% | -42.0% | -12.2% |
| 3Y | -7.4% | +36.7% | -44.1% | -13.0% |
| 5Y | -5.7% | +72.5% | -78.1% | -12.6% |
| 10Y | +322.3% | -77.3% | +399.6% | +290.2% |
| All | +322.3% | -77.3% | +399.6% | +290.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling