-8.7%
CMG vs PLD
+23.6%
-32.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -1.6% |
| 7D | -6.5% | -0.7% | -5.8% | -6.2% |
| 30D | +12.1% | -2.2% | +14.3% | +13.2% |
| 3M | +20.6% | -7.4% | +28.0% | +24.9% |
| 6M | +2.1% | +1.9% | +0.2% | +1.2% |
| YTD | -2.6% | +7.9% | -10.5% | -4.5% |
| 1Y | -8.7% | +25.1% | -33.8% | -14.9% |
| All | -8.7% | +23.6% | -32.3% | -14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling