+325.9%
CMG vs CPB
-38.9%
+364.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.9% | +0.1% |
| 7D | +2.5% | -1.6% | +4.0% | +2.6% |
| 30D | +15.6% | +19.2% | -3.6% | +14.2% |
| 3M | +8.2% | -0.9% | +9.1% | +8.1% |
| 6M | +9.9% | +15.2% | -5.4% | +8.8% |
| YTD | -4.6% | -13.1% | +8.4% | -4.5% |
| 1Y | +12.4% | -22.4% | +34.9% | +13.2% |
| 3Y | -18.0% | -35.3% | +17.3% | -17.3% |
| 5Y | -5.3% | -33.0% | +27.7% | -5.0% |
| All | +325.9% | -38.9% | +364.8% | +322.7% |
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