+761.0%
CMG vs PSLV
+109.5%
+651.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -2.1% | -3.5% | +1.4% | -1.8% |
| 30D | +10.9% | -2.1% | +13.1% | +11.0% |
| 3M | +15.8% | -1.6% | +17.5% | +15.8% |
| 6M | +6.9% | -25.5% | +32.4% | +8.9% |
| YTD | -2.2% | -11.4% | +9.3% | -2.8% |
| 1Y | -7.1% | +48.6% | -55.7% | -11.9% |
| 3Y | -7.1% | +166.9% | -174.0% | -16.8% |
| 5Y | -4.8% | +152.4% | -157.2% | -14.8% |
| 10Y | +324.3% | +187.8% | +136.6% | +270.9% |
| All | +761.0% | +109.5% | +651.5% | +652.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling