-5.0%
CMG vs PH
+243.6%
-248.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.9% |
| 7D | -3.8% | -3.1% | -0.7% | -2.7% |
| 30D | +12.9% | -11.8% | +24.7% | +18.3% |
| 3M | +18.8% | +6.9% | +11.8% | +14.9% |
| 6M | +4.1% | -1.3% | +5.3% | +3.5% |
| YTD | -2.4% | +7.0% | -9.3% | -6.2% |
| 1Y | -6.7% | +23.1% | -29.8% | -15.9% |
| 3Y | -7.1% | +135.4% | -142.5% | -38.5% |
| 5Y | -5.0% | +250.3% | -255.3% | -50.0% |
| All | -5.0% | +243.6% | -248.5% | -50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling