+345.6%
CMG vs CG
+341.4%
+4.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.7% |
| 7D | -1.5% | -1.3% | -0.2% | -1.1% |
| 30D | +12.7% | -3.2% | +15.9% | +13.6% |
| 3M | +26.3% | +6.2% | +20.1% | +23.1% |
| 6M | +4.5% | -4.7% | +9.2% | +5.1% |
| YTD | -0.1% | -20.6% | +20.5% | +6.0% |
| 1Y | -6.8% | -26.4% | +19.6% | +1.0% |
| 3Y | -5.0% | +55.4% | -60.4% | -21.9% |
| 5Y | -3.0% | +9.8% | -12.9% | -13.6% |
| 10Y | +323.6% | +341.4% | -17.8% | +162.7% |
| All | +345.6% | +341.4% | +4.2% | +182.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling