-7.1%
CMG vs PSX
+103.3%
-110.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | -2.1% | +1.7% | -3.8% | -2.1% |
| 30D | +10.9% | +15.6% | -4.7% | +10.4% |
| 3M | +15.8% | +46.5% | -30.6% | +15.0% |
| 6M | +6.9% | +55.0% | -48.1% | +5.2% |
| YTD | -2.2% | +105.3% | -107.4% | -8.9% |
| 1Y | -7.1% | +101.6% | -108.7% | -14.1% |
| All | -7.1% | +103.3% | -110.3% | -14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling