+2,818.1%
CMG vs CAPR
-99.0%
+2,917.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.9% | +7.2% | +0.4% |
| 7D | +2.5% | +5.9% | -3.4% | +2.4% |
| 30D | +15.6% | +44.6% | -29.0% | +15.3% |
| 3M | +8.2% | +126.4% | -118.2% | +7.4% |
| 6M | +9.9% | -68.6% | +78.5% | +10.1% |
| YTD | -4.6% | -67.0% | +62.3% | -4.5% |
| 1Y | +12.4% | +65.2% | -52.7% | +9.3% |
| 3Y | -18.0% | +235.6% | -253.5% | -21.6% |
| 5Y | -5.3% | +175.4% | -180.7% | -9.7% |
| 10Y | +344.2% | -65.0% | +409.2% | +316.2% |
| All | +2,818.1% | -99.0% | +2,917.2% | +2,678.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling