+3,981.8%
CMG vs CL
+471.2%
+3,510.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.4% |
| 7D | +8.0% | +2.6% | +5.4% | +7.0% |
| 30D | +13.7% | +11.8% | +1.9% | +9.1% |
| 3M | +11.8% | +5.9% | +5.9% | +9.3% |
| 6M | +10.6% | +13.3% | -2.8% | +5.1% |
| YTD | -2.9% | +27.1% | -30.0% | -12.1% |
| 1Y | +17.8% | +28.0% | -10.2% | +6.3% |
| 3Y | -15.3% | +39.4% | -54.7% | -27.4% |
| 5Y | -0.9% | +40.8% | -41.6% | -16.4% |
| 10Y | +358.4% | +84.9% | +273.5% | +229.0% |
| All | +3,981.8% | +471.2% | +3,510.6% | +1,897.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling