+4,100.0%
CMG vs CPB
+35.9%
+4,064.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -0.9% |
| 7D | -2.8% | -8.6% | +5.8% | -0.9% |
| 30D | +7.1% | -7.2% | +14.4% | +8.8% |
| 3M | +31.2% | +0.9% | +30.3% | +30.6% |
| 6M | +0.7% | -11.8% | +12.5% | +2.9% |
| YTD | -0.1% | -19.4% | +19.3% | +3.8% |
| 1Y | -10.7% | -30.4% | +19.6% | -4.5% |
| 3Y | -4.7% | -40.2% | +35.5% | +3.5% |
| 5Y | -3.8% | -39.5% | +35.8% | +2.2% |
| 10Y | +352.5% | -47.4% | +399.9% | +377.8% |
| All | +4,100.0% | +35.9% | +4,064.1% | +2,199.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling