-10.7%
CMG vs PH
+30.5%
-41.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -2.8% | -3.1% | +0.3% | -2.4% |
| 30D | +7.1% | -3.2% | +10.4% | +7.4% |
| 3M | +31.2% | +10.6% | +20.6% | +27.7% |
| 6M | +0.7% | -2.1% | +2.8% | 0.0% |
| YTD | -0.1% | +10.2% | -10.3% | -2.3% |
| 1Y | -10.7% | +28.2% | -39.0% | -15.4% |
| All | -10.7% | +30.5% | -41.3% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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