+1,781.1%
CMG vs PM
+752.6%
+1,028.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.3% | -1.1% |
| 7D | -2.8% | -4.9% | +2.1% | -1.4% |
| 30D | +7.1% | -3.4% | +10.5% | +8.2% |
| 3M | +31.2% | +5.2% | +26.0% | +28.5% |
| 6M | +0.7% | +3.7% | -3.0% | -1.5% |
| YTD | -0.1% | +15.8% | -15.9% | -5.8% |
| 1Y | -10.7% | +17.4% | -28.1% | -16.4% |
| 3Y | -4.7% | +116.9% | -121.6% | -28.7% |
| 5Y | -3.8% | +117.3% | -121.1% | -29.2% |
| 10Y | +352.5% | +193.8% | +158.7% | +183.4% |
| All | +1,781.1% | +752.6% | +1,028.5% | +573.7% |
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