-5.0%
CMG vs CAPR
+42.0%
-47.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | 0.0% |
| 7D | -1.5% | -9.5% | +8.0% | -1.5% |
| 30D | +12.7% | +121.5% | -108.8% | +12.7% |
| 3M | +26.3% | -65.4% | +91.6% | +26.5% |
| 6M | +4.5% | -67.5% | +72.0% | +4.7% |
| YTD | -0.1% | -68.6% | +68.5% | 0.0% |
| 1Y | -6.8% | +42.7% | -49.5% | -8.1% |
| 3Y | -5.0% | +43.4% | -48.3% | -8.1% |
| All | -5.0% | +42.0% | -47.0% | -8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling