-11.8%
CMG vs Q
+79.8%
-91.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | +0.1% |
| 7D | -2.1% | +4.9% | -7.0% | -2.3% |
| 30D | +10.9% | -11.0% | +21.9% | +11.5% |
| 3M | +15.8% | -15.2% | +31.0% | +15.7% |
| 6M | +6.9% | +8.8% | -1.9% | +1.4% |
| YTD | -2.2% | +55.1% | -57.2% | -12.4% |
| All | -11.8% | +79.8% | -91.6% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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