+325.9%
CMG vs PH
+700.2%
-374.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +2.5% | +4.3% | -1.9% | +0.9% |
| 30D | +15.6% | +0.1% | +15.5% | +15.2% |
| 3M | +8.2% | -9.4% | +17.6% | +11.6% |
| 6M | +9.9% | +8.8% | +1.1% | +5.4% |
| YTD | -4.6% | +9.6% | -14.3% | -9.2% |
| 1Y | +12.4% | +14.4% | -2.0% | +5.3% |
| 3Y | -18.0% | +134.5% | -152.5% | -42.8% |
| 5Y | -5.3% | +204.4% | -209.7% | -41.7% |
| All | +325.9% | +700.2% | -374.3% | +73.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling