+3,909.1%
CMG vs PH
+2,597.2%
+1,311.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +2.5% | +4.3% | -1.9% | +0.6% |
| 30D | +15.6% | +0.1% | +15.5% | +15.1% |
| 3M | +8.2% | -9.4% | +17.6% | +12.2% |
| 6M | +9.9% | +8.8% | +1.1% | +4.5% |
| YTD | -4.6% | +9.6% | -14.3% | -10.2% |
| 1Y | +12.4% | +14.4% | -2.0% | +3.9% |
| 3Y | -18.0% | +134.5% | -152.5% | -46.7% |
| 5Y | -5.3% | +204.4% | -209.7% | -46.7% |
| 10Y | +344.2% | +697.3% | -353.0% | +41.5% |
| All | +3,909.1% | +2,597.2% | +1,311.9% | +456.4% |
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 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