+345.6%
CMG vs CG
+351.2%
-5.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.1% |
| 7D | -2.8% | -4.3% | +1.5% | -1.5% |
| 30D | +7.1% | -5.1% | +12.2% | +8.7% |
| 3M | +31.2% | +8.7% | +22.5% | +27.0% |
| 6M | +0.7% | -9.2% | +9.9% | +2.9% |
| YTD | -0.1% | -18.9% | +18.8% | +5.3% |
| 1Y | -10.7% | -25.6% | +14.9% | -3.6% |
| 3Y | -4.7% | +57.3% | -61.9% | -21.9% |
| 5Y | -3.8% | +10.2% | -13.9% | -14.4% |
| 10Y | +352.5% | +364.2% | -11.7% | +177.6% |
| All | +345.6% | +351.2% | -5.6% | +180.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling