+21.5%
CMG vs PL
+46.6%
-25.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +14.5% | -10.7% | +2.7% |
| 7D | +8.6% | +10.9% | -2.3% | +7.6% |
| 30D | +13.1% | -16.4% | +29.5% | +14.4% |
| 3M | +9.0% | -39.9% | +48.9% | +12.8% |
| 6M | +10.0% | -63.2% | +73.2% | +16.9% |
| YTD | -3.4% | -27.1% | +23.7% | -5.0% |
| 1Y | +16.8% | +12.2% | +4.7% | +9.8% |
| 3Y | -14.7% | +584.3% | -599.0% | -39.5% |
| 5Y | -1.5% | +37.0% | -38.5% | -19.2% |
| All | +21.5% | +46.6% | -25.1% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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