-3.0%
CMG vs PAAS
+117.9%
-121.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -1.5% | +2.0% | -3.5% | -1.7% |
| 30D | +12.7% | -0.1% | +12.8% | +12.6% |
| 3M | +26.3% | +8.2% | +18.0% | +24.7% |
| 6M | +4.5% | -13.8% | +18.3% | +5.4% |
| YTD | -0.1% | -0.6% | +0.5% | -1.6% |
| 1Y | -6.8% | +44.0% | -50.8% | -12.7% |
| 3Y | -5.0% | +246.6% | -251.6% | -23.0% |
| 5Y | -3.0% | +116.1% | -119.1% | -18.3% |
| All | -3.0% | +117.9% | -121.0% | -18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling