-8.7%
CMG vs PAAS
+48.5%
-57.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.7% | -6.2% | -2.8% |
| 7D | -6.5% | +2.6% | -9.1% | -6.7% |
| 30D | +12.1% | +2.5% | +9.6% | +11.7% |
| 3M | +20.6% | +15.1% | +5.5% | +19.0% |
| 6M | +2.1% | -12.1% | +14.2% | +2.1% |
| YTD | -2.6% | +3.1% | -5.7% | -4.0% |
| 1Y | -8.7% | +50.8% | -59.5% | -10.3% |
| All | -8.7% | +48.5% | -57.2% | -10.3% |
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