+3,961.4%
CMG vs CP
+1,211.9%
+2,749.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.0% | +1.8% | +2.9% |
| 7D | +8.6% | +2.8% | +5.8% | +7.4% |
| 30D | +13.1% | +11.3% | +1.8% | +8.0% |
| 3M | +9.0% | +2.9% | +6.1% | +7.5% |
| 6M | +10.0% | +9.8% | +0.2% | +5.1% |
| YTD | -3.4% | +28.5% | -31.9% | -14.2% |
| 1Y | +16.8% | +33.5% | -16.7% | +2.1% |
| 3Y | -14.7% | +31.9% | -46.6% | -26.2% |
| 5Y | -1.5% | +25.5% | -27.0% | -14.4% |
| 10Y | +383.6% | +257.6% | +126.0% | +155.6% |
| All | +3,961.4% | +1,211.9% | +2,749.4% | +900.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling