+159.1%
CMG vs P
+485.4%
-326.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.9% |
| 7D | -2.8% | +6.5% | -9.4% | -4.1% |
| 30D | +7.1% | +18.8% | -11.7% | +2.6% |
| 3M | +31.2% | +26.7% | +4.4% | +22.8% |
| 6M | +0.7% | +62.2% | -61.5% | -11.7% |
| YTD | -0.1% | +48.5% | -48.6% | -11.6% |
| 1Y | -10.7% | +26.4% | -37.1% | -19.7% |
| 3Y | -4.7% | +159.4% | -164.1% | -32.6% |
| 5Y | -3.8% | +275.8% | -279.5% | -39.7% |
| 10Y | +352.5% | +732.0% | -379.5% | +120.7% |
| All | +159.1% | +485.4% | -326.3% | +37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling