+4,100.0%
CMG vs CL
+414.0%
+3,686.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.2% | -1.1% |
| 7D | -2.8% | -2.2% | -0.6% | -2.0% |
| 30D | +7.1% | -4.8% | +12.0% | +9.1% |
| 3M | +31.2% | +4.9% | +26.2% | +28.3% |
| 6M | +0.7% | -5.7% | +6.4% | +2.5% |
| YTD | -0.1% | +14.4% | -14.5% | -5.9% |
| 1Y | -10.7% | +8.7% | -19.5% | -14.5% |
| 3Y | -4.7% | +30.0% | -34.7% | -16.2% |
| 5Y | -3.8% | +28.4% | -32.1% | -16.1% |
| 10Y | +352.5% | +50.1% | +302.4% | +255.3% |
| All | +4,100.0% | +414.0% | +3,686.0% | +2,038.2% |
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