+12.4%
CMG vs PAAS
-2.8%
+15.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | +2.5% | -8.9% | +11.4% | +3.3% |
| 30D | +15.6% | -11.4% | +27.0% | +16.7% |
| 3M | +8.2% | -20.4% | +28.6% | +10.0% |
| 6M | +9.9% | -40.7% | +50.6% | +14.4% |
| YTD | -4.6% | -26.9% | +22.3% | -4.3% |
| 1Y | +12.4% | -3.1% | +15.5% | +8.3% |
| All | +12.4% | -2.8% | +15.2% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 1y: compounded portfolio wealth divided by compounded PAAS 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…
1y analysis · Full analysis span regression · 6 months rolling