+150.5%
CMG vs P
+504.9%
-354.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.3% | -2.5% | +2.7% |
| 7D | +8.6% | -9.6% | +18.2% | +10.1% |
| 30D | +13.1% | -33.4% | +46.6% | +20.6% |
| 3M | +9.0% | +14.2% | -5.2% | +3.3% |
| 6M | +10.0% | +31.6% | -21.6% | -0.8% |
| YTD | -3.4% | +53.5% | -56.9% | -16.7% |
| 1Y | +16.8% | +14.2% | +2.7% | +5.8% |
| 3Y | -14.7% | +190.5% | -205.2% | -42.3% |
| 5Y | -1.5% | +256.3% | -257.9% | -38.6% |
| 10Y | +383.6% | +707.9% | -324.3% | +132.5% |
| All | +150.5% | +504.9% | -354.4% | +29.2% |
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