+4,100.0%
CMG vs CP
+1,175.2%
+2,924.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -2.0% | -1.8% |
| 7D | -2.8% | -2.7% | -0.1% | -1.7% |
| 30D | +7.1% | +0.2% | +7.0% | +7.0% |
| 3M | +31.2% | +2.6% | +28.6% | +29.3% |
| 6M | +0.7% | +6.0% | -5.3% | -2.4% |
| YTD | -0.1% | +24.9% | -25.0% | -10.1% |
| 1Y | -10.7% | +20.1% | -30.9% | -18.3% |
| 3Y | -4.7% | +16.4% | -21.1% | -13.0% |
| 5Y | -3.8% | +31.7% | -35.5% | -18.2% |
| 10Y | +352.5% | +223.9% | +128.6% | +149.5% |
| All | +4,100.0% | +1,175.2% | +2,924.8% | +948.3% |
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 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