+333.2%
CMG vs PLD
+244.1%
+89.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | -1.5% | -0.9% | -0.6% | -1.2% |
| 30D | +12.7% | -1.2% | +13.9% | +13.2% |
| 3M | +26.3% | -2.3% | +28.6% | +27.3% |
| 6M | +4.5% | +4.5% | 0.0% | +2.6% |
| YTD | -0.1% | +10.1% | -10.3% | -3.9% |
| 1Y | -6.8% | +25.9% | -32.7% | -15.1% |
| 3Y | -5.0% | +24.4% | -29.4% | -15.6% |
| 5Y | -3.0% | +15.5% | -18.5% | -12.5% |
| All | +333.2% | +244.1% | +89.2% | +198.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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