-16.8%
CMG vs CL
+38.3%
-55.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.6% | -2.3% |
| 7D | +8.0% | +1.3% | +6.6% | +7.7% |
| 30D | +11.9% | +11.4% | +0.5% | +9.8% |
| 3M | +2.1% | +4.4% | -2.3% | +1.4% |
| 6M | +5.2% | +10.8% | -5.6% | +3.0% |
| YTD | -6.9% | +25.1% | -32.1% | -11.2% |
| 1Y | +12.7% | +28.0% | -15.3% | +7.1% |
| 3Y | -16.8% | +37.6% | -54.4% | -24.9% |
| All | -16.8% | +38.3% | -55.1% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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