+25.6%
CMG vs PL
+84.9%
-59.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.4% | -1.5% |
| 7D | -2.8% | -9.3% | +6.5% | -2.1% |
| 30D | +7.1% | -18.9% | +26.1% | +8.8% |
| 3M | +31.2% | -58.4% | +89.5% | +39.1% |
| 6M | +0.7% | -30.3% | +31.0% | +0.7% |
| YTD | -0.1% | -8.1% | +8.0% | -3.1% |
| 1Y | -10.7% | +180.5% | -191.2% | -23.4% |
| 3Y | -4.7% | +444.1% | -448.8% | -28.4% |
| 5Y | -3.8% | +83.0% | -86.8% | -23.4% |
| All | +25.6% | +84.9% | -59.3% | -0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling