+358.4%
CMG vs CB
+246.9%
+111.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | 0.0% |
| 7D | +8.0% | +0.7% | +7.3% | +7.8% |
| 30D | +13.7% | +8.2% | +5.5% | +11.0% |
| 3M | +11.8% | +6.3% | +5.5% | +9.7% |
| 6M | +10.6% | +16.2% | -5.6% | +5.4% |
| YTD | -2.9% | +19.3% | -22.3% | -8.5% |
| 1Y | +17.8% | +29.2% | -11.4% | +8.4% |
| 3Y | -15.3% | +71.4% | -86.8% | -29.3% |
| 5Y | -0.9% | +104.2% | -105.1% | -22.7% |
| 10Y | +358.4% | +246.7% | +111.7% | +204.5% |
| All | +358.4% | +246.9% | +111.4% | +204.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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