-5.0%
CMG vs CL
+28.9%
-33.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -1.5% | -1.4% | -0.1% | -1.2% |
| 30D | +12.7% | -5.2% | +17.9% | +13.8% |
| 3M | +26.3% | +3.3% | +23.0% | +25.1% |
| 6M | +4.5% | -4.4% | +8.9% | +4.9% |
| YTD | -0.1% | +13.9% | -14.0% | -3.1% |
| 1Y | -6.8% | +7.6% | -14.4% | -8.4% |
| 3Y | -5.0% | +29.6% | -34.6% | -11.7% |
| All | -5.0% | +28.9% | -33.9% | -11.7% |
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