+325.9%
CMG vs O
+80.9%
+245.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.1% | +0.6% |
| 7D | +2.5% | -0.4% | +2.8% | +2.6% |
| 30D | +15.6% | +7.1% | +8.5% | +12.7% |
| 3M | +8.2% | -5.2% | +13.4% | +10.5% |
| 6M | +9.9% | -1.8% | +11.6% | +10.7% |
| YTD | -4.6% | +9.1% | -13.7% | -7.9% |
| 1Y | +12.4% | +9.7% | +2.7% | +8.3% |
| 3Y | -18.0% | +39.1% | -57.1% | -29.3% |
| 5Y | -5.3% | +8.4% | -13.7% | -10.2% |
| All | +325.9% | +80.9% | +245.0% | +247.0% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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