+322.0%
CMG vs PSX
+386.4%
-64.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -2.1% | +1.7% | -3.8% | -2.4% |
| 30D | +10.9% | +15.6% | -4.7% | +7.8% |
| 3M | +15.8% | +46.5% | -30.6% | +7.3% |
| 6M | +6.9% | +55.0% | -48.1% | -2.5% |
| YTD | -2.2% | +105.3% | -107.4% | -16.0% |
| 1Y | -7.1% | +101.6% | -108.7% | -20.1% |
| 3Y | -7.1% | +134.1% | -141.3% | -23.8% |
| 5Y | -4.8% | +368.7% | -373.5% | -34.4% |
| All | +322.0% | +386.4% | -64.4% | +151.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 10y: compounded portfolio wealth divided by compounded PSX 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…
10y analysis · Full analysis span regression · 6 months rolling