+323.6%
CMG vs PR
+101.2%
+222.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.1% |
| 7D | -1.5% | -0.6% | -0.9% | -1.4% |
| 30D | +12.7% | +17.4% | -4.7% | +11.4% |
| 3M | +26.3% | +21.8% | +4.5% | +24.3% |
| 6M | +4.5% | +27.6% | -23.1% | +2.3% |
| YTD | -0.1% | +71.4% | -71.5% | -4.5% |
| 1Y | -6.8% | +78.3% | -85.1% | -11.2% |
| 3Y | -5.0% | +85.5% | -90.5% | -10.6% |
| 5Y | -3.0% | +422.7% | -425.7% | -16.9% |
| 10Y | +323.6% | +87.1% | +236.4% | +216.7% |
| All | +323.6% | +101.2% | +222.4% | +216.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling