+3,896.6%
CMG vs CP
+1,219.9%
+2,676.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -4.9% | -4.4% |
| 7D | -0.6% | +0.9% | -1.5% | -1.0% |
| 30D | +15.9% | +10.3% | +5.5% | +11.0% |
| 3M | +7.8% | +2.3% | +5.5% | +6.5% |
| 6M | +7.7% | +10.7% | -3.1% | +2.5% |
| YTD | -4.9% | +29.3% | -34.3% | -15.8% |
| 1Y | +12.3% | +31.5% | -19.2% | -1.2% |
| 3Y | -17.1% | +36.7% | -53.8% | -29.4% |
| 5Y | -5.6% | +26.8% | -32.4% | -18.3% |
| 10Y | +342.9% | +260.1% | +82.8% | +133.3% |
| All | +3,896.6% | +1,219.9% | +2,676.7% | +882.1% |
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