-18.0%
CMG vs PLD
+36.4%
-54.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +2.5% | +1.3% | +1.1% | +2.1% |
| 30D | +15.6% | -1.4% | +17.0% | +16.1% |
| 3M | +8.2% | -8.2% | +16.3% | +10.7% |
| 6M | +9.9% | -8.0% | +17.9% | +12.4% |
| YTD | -4.6% | +3.2% | -7.8% | -5.1% |
| 1Y | +12.4% | +7.0% | +5.4% | +11.0% |
| 3Y | -18.0% | +38.3% | -56.3% | -25.4% |
| All | -18.0% | +36.4% | -54.3% | -25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling