-10.7%
CMG vs PR
+76.5%
-87.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.7% |
| 7D | -2.8% | +2.9% | -5.7% | -2.6% |
| 30D | +7.1% | +18.0% | -10.9% | +8.6% |
| 3M | +31.2% | +16.9% | +14.3% | +33.1% |
| 6M | +0.7% | +28.2% | -27.5% | +0.4% |
| YTD | -0.1% | +69.3% | -69.4% | -3.4% |
| 1Y | -10.7% | +69.5% | -80.2% | -14.0% |
| All | -10.7% | +76.5% | -87.3% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling