-3.0%
CMG vs CP
+34.0%
-37.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -1.5% | +2.4% | -3.9% | -2.4% |
| 30D | +12.7% | -0.5% | +13.3% | +12.9% |
| 3M | +26.3% | +1.4% | +24.9% | +25.2% |
| 6M | +4.5% | +10.3% | -5.8% | -0.2% |
| YTD | -0.1% | +24.3% | -24.4% | -9.5% |
| 1Y | -6.8% | +20.4% | -27.2% | -14.5% |
| 3Y | -5.0% | +21.8% | -26.8% | -14.8% |
| 5Y | -3.0% | +31.5% | -34.5% | -17.3% |
| All | -3.0% | +34.0% | -37.1% | -17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling