+322.0%
CMG vs GM
+240.0%
+82.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -2.1% | -2.4% | +0.4% | -1.4% |
| 30D | +10.9% | -1.1% | +12.0% | +11.2% |
| 3M | +15.8% | +6.1% | +9.7% | +13.4% |
| 6M | +6.9% | +15.0% | -8.0% | +2.0% |
| YTD | -2.2% | +6.0% | -8.1% | -4.8% |
| 1Y | -7.1% | +47.1% | -54.2% | -18.0% |
| 3Y | -7.1% | +170.5% | -177.6% | -33.6% |
| 5Y | -4.8% | +80.5% | -85.3% | -25.5% |
| All | +322.0% | +240.0% | +82.0% | +127.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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