+321.2%
CMG vs P
+684.8%
-363.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +0.9% |
| 7D | -3.8% | -4.1% | +0.3% | -3.1% |
| 30D | +12.9% | -14.0% | +26.9% | +15.7% |
| 3M | +18.8% | +41.4% | -22.7% | +8.7% |
| 6M | +4.1% | +54.2% | -50.1% | -8.2% |
| YTD | -2.4% | +40.4% | -42.8% | -12.9% |
| 1Y | -6.7% | +16.0% | -22.6% | -14.8% |
| 3Y | -7.1% | +140.7% | -147.8% | -34.3% |
| 5Y | -5.0% | +256.3% | -261.3% | -41.2% |
| All | +321.2% | +684.8% | -363.6% | +113.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded P 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling