-5.6%
CMG vs CPB
-34.3%
+28.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.9% | -3.9% |
| 7D | -0.6% | -5.8% | +5.2% | -0.1% |
| 30D | +15.9% | +16.5% | -0.6% | +14.6% |
| 3M | +7.8% | -1.1% | +8.8% | +7.6% |
| 6M | +7.7% | +11.5% | -3.8% | +7.0% |
| YTD | -4.9% | -15.7% | +10.8% | -5.3% |
| 1Y | +12.3% | -24.7% | +37.0% | +12.1% |
| 3Y | -17.1% | -37.3% | +20.2% | -18.0% |
| 5Y | -5.6% | -35.0% | +29.4% | -5.5% |
| All | -5.6% | -34.3% | +28.7% | -5.5% |
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