-6.8%
CMG vs PL
+131.1%
-137.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.1% |
| 7D | -1.5% | -7.5% | +6.1% | -1.2% |
| 30D | +12.7% | -25.6% | +38.3% | +13.8% |
| 3M | +26.3% | -45.6% | +71.9% | +28.7% |
| 6M | +4.5% | -29.5% | +34.0% | +1.6% |
| YTD | -0.1% | -9.7% | +9.6% | -5.5% |
| 1Y | -6.8% | +84.4% | -91.2% | -17.7% |
| All | -6.8% | +131.1% | -137.9% | -17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling