-4.1%
CMG vs PR
+273.3%
-277.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.2% |
| 7D | +2.5% | +6.0% | -3.5% | +1.8% |
| 30D | +15.6% | -4.2% | +19.8% | +15.9% |
| 3M | +8.2% | +10.0% | -1.8% | +6.7% |
| 6M | +9.9% | +15.6% | -5.7% | +7.5% |
| YTD | -4.6% | +68.2% | -72.8% | -11.6% |
| 1Y | +12.4% | +79.2% | -66.8% | +3.3% |
| 3Y | -18.0% | +94.9% | -112.9% | -26.8% |
| All | -4.1% | +273.3% | -277.4% | -24.8% |
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