+322.3%
CMG vs CP
+224.3%
+98.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.4% | -2.0% |
| 7D | -6.5% | +0.6% | -7.1% | -6.7% |
| 30D | +12.1% | -0.5% | +12.6% | +12.3% |
| 3M | +20.6% | +0.1% | +20.5% | +20.1% |
| 6M | +2.1% | +7.8% | -5.7% | -1.9% |
| YTD | -2.6% | +22.9% | -25.5% | -12.1% |
| 1Y | -8.7% | +21.3% | -30.0% | -17.1% |
| 3Y | -7.4% | +20.4% | -27.7% | -17.2% |
| 5Y | -5.7% | +34.9% | -40.6% | -21.6% |
| 10Y | +322.3% | +233.3% | +89.0% | +117.6% |
| All | +322.3% | +224.3% | +98.0% | +117.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling