+1,695.6%
CMG vs PM
+837.3%
+858.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | 0.0% |
| 7D | +2.5% | +0.5% | +1.9% | +2.3% |
| 30D | +15.6% | -3.2% | +18.8% | +16.7% |
| 3M | +8.2% | +6.2% | +2.0% | +6.2% |
| 6M | +9.9% | +7.7% | +2.2% | +6.9% |
| YTD | -4.6% | +27.3% | -31.9% | -12.6% |
| 1Y | +12.4% | +32.8% | -20.3% | +1.7% |
| 3Y | -18.0% | +150.0% | -168.0% | -41.3% |
| 5Y | -5.3% | +164.2% | -169.6% | -34.7% |
| 10Y | +344.2% | +265.7% | +78.5% | +156.6% |
| All | +1,695.6% | +837.3% | +858.3% | +525.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling