-2.5%
CMG vs PR
+433.6%
-436.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.5% |
| 7D | -2.8% | +2.9% | -5.7% | -3.1% |
| 30D | +7.1% | +18.0% | -10.9% | +5.3% |
| 3M | +31.2% | +16.9% | +14.3% | +28.8% |
| 6M | +0.7% | +28.2% | -27.5% | -2.6% |
| YTD | -0.1% | +69.3% | -69.4% | -6.6% |
| 1Y | -10.7% | +69.5% | -80.2% | -16.7% |
| 3Y | -4.7% | +81.7% | -86.4% | -13.3% |
| All | -2.5% | +433.6% | -436.1% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling