+4,100.0%
CMG vs PH
+2,611.0%
+1,489.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -2.8% | -3.1% | +0.3% | -1.5% |
| 30D | +7.1% | -3.2% | +10.4% | +8.3% |
| 3M | +31.2% | +10.6% | +20.6% | +24.6% |
| 6M | +0.7% | -2.1% | +2.8% | +0.5% |
| YTD | -0.1% | +10.2% | -10.3% | -5.6% |
| 1Y | -10.7% | +28.2% | -39.0% | -21.6% |
| 3Y | -4.7% | +134.9% | -139.6% | -38.1% |
| 5Y | -3.8% | +253.6% | -257.4% | -49.3% |
| 10Y | +352.5% | +804.7% | -452.2% | +35.6% |
| All | +4,100.0% | +2,611.0% | +1,489.0% | +484.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling