-8.7%
CMG vs CP
+19.4%
-28.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.4% | -2.1% |
| 7D | -6.5% | +0.6% | -7.1% | -6.7% |
| 30D | +12.1% | -0.5% | +12.6% | +12.2% |
| 3M | +20.6% | +0.1% | +20.5% | +20.1% |
| 6M | +2.1% | +7.8% | -5.7% | -1.8% |
| YTD | -2.6% | +22.9% | -25.5% | -13.3% |
| 1Y | -8.7% | +21.3% | -30.0% | -19.9% |
| All | -8.7% | +19.4% | -28.1% | -19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling