-4.1%
CMG vs PL
+31.5%
-35.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +1.0% | +0.4% |
| 7D | +2.5% | +10.0% | -7.6% | +1.7% |
| 30D | +15.6% | -2.3% | +17.9% | +15.5% |
| 3M | +8.2% | -44.2% | +52.4% | +12.5% |
| 6M | +9.9% | -66.1% | +76.0% | +17.6% |
| YTD | -4.6% | -30.0% | +25.3% | -5.9% |
| 1Y | +12.4% | +21.0% | -8.6% | +4.9% |
| 3Y | -18.0% | +516.5% | -534.5% | -41.0% |
| All | -4.1% | +31.5% | -35.6% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling