+4,063.6%
CMG vs PAAS
+150.4%
+3,913.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.4% | +2.2% |
| 7D | +4.1% | -5.2% | +9.3% | +4.7% |
| 30D | +20.5% | -13.9% | +34.5% | +22.3% |
| 3M | +14.5% | -23.8% | +38.3% | +17.5% |
| 6M | +14.8% | -36.4% | +51.2% | +19.6% |
| YTD | -1.0% | -23.4% | +22.4% | +0.3% |
| 1Y | +22.9% | +5.6% | +17.3% | +20.0% |
| 3Y | -13.6% | +209.7% | -223.3% | -27.1% |
| 5Y | +0.9% | +55.6% | -54.7% | -9.7% |
| 10Y | +361.4% | +212.2% | +149.1% | +264.3% |
| All | +4,063.6% | +150.4% | +3,913.3% | +2,588.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling