+321.2%
CMG vs CRL
+249.3%
+71.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.8% |
| 7D | -3.8% | -6.9% | +3.1% | -1.9% |
| 30D | +12.9% | -3.2% | +16.1% | +13.9% |
| 3M | +18.8% | +46.5% | -27.8% | +6.3% |
| 6M | +4.1% | +63.1% | -59.1% | -10.6% |
| YTD | -2.4% | +36.9% | -39.2% | -12.1% |
| 1Y | -6.7% | +78.1% | -84.8% | -22.6% |
| 3Y | -7.1% | +36.7% | -43.8% | -22.4% |
| 5Y | -5.0% | -38.1% | +33.1% | +4.3% |
| All | +321.2% | +249.3% | +71.9% | +174.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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