-5.0%
CMG vs PM
+132.4%
-137.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | +0.1% |
| 7D | -3.8% | +1.9% | -5.8% | -4.0% |
| 30D | +12.9% | +1.9% | +11.0% | +12.7% |
| 3M | +18.8% | +4.6% | +14.2% | +18.0% |
| 6M | +4.1% | +11.7% | -7.6% | +2.8% |
| YTD | -2.4% | +20.4% | -22.7% | -4.7% |
| 1Y | -6.7% | +19.0% | -25.6% | -9.0% |
| 3Y | -7.1% | +130.4% | -137.5% | -17.5% |
| 5Y | -5.0% | +131.5% | -136.4% | -15.3% |
| All | -5.0% | +132.4% | -137.4% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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