-4.4%
CMG vs PLD
-0.1%
-4.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.3% |
| 7D | +8.0% | -0.8% | +8.8% | +8.3% |
| 30D | +11.9% | -0.3% | +12.2% | +12.0% |
| 3M | +2.1% | -8.0% | +10.2% | +5.3% |
| 6M | +5.2% | -9.8% | +15.0% | +9.1% |
| YTD | -6.9% | +1.8% | -8.7% | -7.7% |
| 1Y | +12.7% | +5.6% | +7.1% | +10.3% |
| 3Y | -16.8% | +33.3% | -50.1% | -29.0% |
| All | -4.4% | -0.1% | -4.3% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling