-15.3%
CMG vs PAAS
+206.7%
-222.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.8% | +6.3% | +1.0% |
| 7D | +8.0% | +4.2% | +3.8% | +7.6% |
| 30D | +13.7% | -13.8% | +27.5% | +15.0% |
| 3M | +11.8% | -22.7% | +34.5% | +13.9% |
| 6M | +10.6% | -32.1% | +42.7% | +13.5% |
| YTD | -2.9% | -22.3% | +19.4% | -2.3% |
| 1Y | +17.8% | +7.7% | +10.2% | +15.0% |
| 3Y | -15.3% | +214.0% | -229.3% | -23.2% |
| All | -15.3% | +206.7% | -222.0% | -23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling