+356.1%
CMG vs RF
+251.2%
+104.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.2% | +1.6% | +3.2% |
| 7D | +8.6% | -0.1% | +8.7% | +8.7% |
| 30D | +13.1% | +7.0% | +6.1% | +11.1% |
| 3M | +9.0% | -7.0% | +16.0% | +11.1% |
| 6M | +10.0% | +6.8% | +3.2% | +7.8% |
| YTD | -3.4% | +9.9% | -13.3% | -6.0% |
| 1Y | +16.8% | +21.1% | -4.3% | +10.8% |
| 3Y | -14.7% | +119.6% | -134.3% | -31.7% |
| 5Y | -1.5% | +46.2% | -47.7% | -14.0% |
| All | +356.1% | +251.2% | +104.9% | +177.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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