+324.6%
CMG vs M
-8.5%
+333.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -3.7% |
| 7D | -0.6% | +0.6% | -1.2% | -0.7% |
| 30D | +15.9% | +7.0% | +8.9% | +14.7% |
| 3M | +7.8% | +3.1% | +4.6% | +7.1% |
| 6M | +7.7% | +33.5% | -25.9% | +2.8% |
| YTD | -4.9% | +13.4% | -18.3% | -7.4% |
| 1Y | +12.3% | +22.4% | -10.1% | +8.2% |
| 3Y | -17.1% | +150.9% | -168.0% | -29.8% |
| 5Y | -5.6% | -3.0% | -2.6% | -12.3% |
| All | +324.6% | -8.5% | +333.1% | +212.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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