-3.0%
CMG vs P
+276.9%
-280.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.8% |
| 7D | -2.8% | +6.5% | -9.4% | -3.8% |
| 30D | +7.1% | +18.8% | -11.7% | +3.4% |
| 3M | +31.2% | +26.7% | +4.4% | +24.2% |
| 6M | +0.7% | +62.2% | -61.5% | -10.0% |
| YTD | -0.1% | +48.5% | -48.6% | -10.0% |
| 1Y | -10.7% | +26.4% | -37.1% | -18.5% |
| 3Y | -4.7% | +159.4% | -164.1% | -32.7% |
| All | -3.0% | +276.9% | -280.0% | -41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling