-5.7%
CMG vs CPB
-38.1%
+32.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.5% |
| 7D | -6.5% | -8.0% | +1.5% | -6.1% |
| 30D | +12.1% | -2.4% | +14.5% | +12.3% |
| 3M | +20.6% | +0.5% | +20.0% | +20.5% |
| 6M | +2.1% | -10.5% | +12.6% | +2.1% |
| YTD | -2.6% | -17.5% | +14.9% | -2.6% |
| 1Y | -8.7% | -31.0% | +22.3% | -8.4% |
| 3Y | -7.4% | -40.6% | +33.2% | -8.1% |
| 5Y | -5.7% | -37.7% | +32.1% | -4.5% |
| All | -5.7% | -38.1% | +32.4% | -4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling