+325.9%
CMG vs PLD
+268.4%
+57.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +2.5% | +1.3% | +1.1% | +2.0% |
| 30D | +15.6% | -1.4% | +17.0% | +16.3% |
| 3M | +8.2% | -8.2% | +16.3% | +11.8% |
| 6M | +9.9% | -8.0% | +17.9% | +13.3% |
| YTD | -4.6% | +3.2% | -7.8% | -6.0% |
| 1Y | +12.4% | +7.0% | +5.4% | +9.3% |
| 3Y | -18.0% | +38.3% | -56.3% | -30.6% |
| 5Y | -5.3% | +0.2% | -5.5% | -9.7% |
| All | +325.9% | +268.4% | +57.5% | +205.8% |
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