+3,994.3%
CMG vs PSKY
-38.6%
+4,032.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.4% | +2.9% | -1.3% |
| 7D | -6.5% | -6.8% | +0.4% | -5.0% |
| 30D | +12.1% | +10.2% | +1.9% | +9.6% |
| 3M | +20.6% | +0.3% | +20.3% | +20.0% |
| 6M | +2.1% | -7.8% | +9.9% | +2.8% |
| YTD | -2.6% | -23.0% | +20.3% | +1.1% |
| 1Y | -8.7% | -31.6% | +23.0% | -4.0% |
| 3Y | -7.4% | -21.3% | +13.9% | -14.0% |
| 5Y | -5.7% | -71.5% | +65.8% | +8.8% |
| 10Y | +322.3% | -75.6% | +398.0% | +324.2% |
| All | +3,994.3% | -38.6% | +4,032.9% | +3,186.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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