-7.3%
CMG vs PSX
+132.2%
-139.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.4% |
| 7D | -3.8% | +1.5% | -5.3% | -4.1% |
| 30D | +12.9% | +15.8% | -2.9% | +9.9% |
| 3M | +18.8% | +43.0% | -24.2% | +11.1% |
| 6M | +4.1% | +61.1% | -57.0% | -5.7% |
| YTD | -2.4% | +104.5% | -106.9% | -16.7% |
| 1Y | -6.7% | +102.5% | -109.2% | -20.5% |
| All | -7.3% | +132.2% | -139.5% | -27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling