-15.3%
CMG vs CAPR
+222.5%
-237.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.9% | +10.5% | +0.5% |
| 7D | +8.0% | +7.6% | +0.4% | +8.0% |
| 30D | +13.7% | +13.3% | +0.4% | +13.7% |
| 3M | +11.8% | +130.4% | -118.6% | +11.7% |
| 6M | +10.6% | -70.8% | +81.4% | +10.8% |
| YTD | -2.9% | -69.3% | +66.3% | -2.8% |
| 1Y | +17.8% | +59.5% | -41.7% | +15.6% |
| 3Y | -15.3% | +216.8% | -232.1% | -15.4% |
| All | -15.3% | +222.5% | -237.9% | -15.4% |
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