+3,896.6%
CMG vs CPB
+42.1%
+3,854.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.9% | -3.8% |
| 7D | -0.6% | -5.8% | +5.2% | +0.7% |
| 30D | +15.9% | +16.5% | -0.6% | +12.0% |
| 3M | +7.8% | -1.1% | +8.8% | +7.8% |
| 6M | +7.7% | +11.5% | -3.8% | +4.7% |
| YTD | -4.9% | -15.7% | +10.8% | -2.3% |
| 1Y | +12.3% | -24.7% | +37.0% | +18.2% |
| 3Y | -17.1% | -37.3% | +20.2% | -10.8% |
| 5Y | -5.6% | -35.0% | +29.4% | -1.5% |
| 10Y | +342.9% | -41.0% | +383.9% | +348.6% |
| All | +3,896.6% | +42.1% | +3,854.5% | +2,064.0% |
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