+10.9%
CMG vs PSLV
+7.9%
+3.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +6.0% | -0.2% | +5.5% |
| 7D | +22.5% | -2.6% | +25.2% | +22.6% |
| 30D | +14.1% | -14.2% | +28.3% | +14.9% |
| 3M | +4.1% | -12.2% | +16.3% | +4.5% |
| 6M | +10.1% | -28.1% | +38.2% | +11.2% |
| YTD | -4.9% | -28.2% | +23.3% | -5.6% |
| 1Y | +10.9% | +9.1% | +1.8% | +3.1% |
| All | +10.9% | +7.9% | +3.0% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 1y: compounded portfolio wealth divided by compounded PSLV 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…
1y analysis · Full analysis span regression · 6 months rolling