+266.8%
CMG vs PR
+152.6%
+114.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.7% | -2.9% |
| 7D | +8.0% | -16.4% | +24.4% | +9.3% |
| 30D | +11.9% | -1.9% | +13.8% | +11.9% |
| 3M | +2.1% | +8.0% | -5.8% | +1.4% |
| 6M | +5.2% | +4.1% | +1.1% | +4.5% |
| YTD | -6.9% | +58.7% | -65.6% | -10.7% |
| 1Y | +12.7% | +75.8% | -63.2% | +7.2% |
| 3Y | -16.8% | +73.2% | -90.0% | -21.4% |
| 5Y | -4.1% | +230.1% | -234.2% | -15.3% |
| 10Y | +364.7% | +67.4% | +297.4% | +247.7% |
| All | +266.8% | +152.6% | +114.3% | +137.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling