+151.8%
CMG vs P
+499.9%
-348.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | +8.0% | -13.3% | +21.3% | +10.3% |
| 30D | +13.7% | -34.0% | +47.7% | +21.3% |
| 3M | +11.8% | +4.1% | +7.7% | +8.0% |
| 6M | +10.6% | +30.5% | -19.9% | -0.1% |
| YTD | -2.9% | +52.2% | -55.1% | -16.1% |
| 1Y | +17.8% | +10.3% | +7.6% | +7.6% |
| 3Y | -15.3% | +180.9% | -196.2% | -42.3% |
| 5Y | -0.9% | +259.7% | -260.6% | -38.3% |
| 10Y | +358.4% | +652.6% | -294.3% | +122.9% |
| All | +151.8% | +499.9% | -348.1% | +30.0% |
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