+322.0%
CMG vs CPB
-45.3%
+367.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -2.1% | -1.8% | -0.3% | -2.0% |
| 30D | +10.9% | -7.1% | +18.0% | +11.4% |
| 3M | +15.8% | -6.0% | +21.9% | +16.2% |
| 6M | +6.9% | -5.3% | +12.2% | +7.2% |
| YTD | -2.2% | -20.8% | +18.7% | -1.3% |
| 1Y | -7.1% | -33.8% | +26.8% | -5.5% |
| 3Y | -7.1% | -43.7% | +36.6% | -5.5% |
| 5Y | -4.8% | -40.7% | +35.9% | -3.7% |
| All | +322.0% | -45.3% | +367.3% | +317.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling