+358.4%
CMG vs RF
+248.4%
+110.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | +8.0% | +0.3% | +7.6% | +7.9% |
| 30D | +13.7% | +6.2% | +7.5% | +11.9% |
| 3M | +11.8% | -7.8% | +19.6% | +14.2% |
| 6M | +10.6% | +5.9% | +4.6% | +8.6% |
| YTD | -2.9% | +9.0% | -12.0% | -5.4% |
| 1Y | +17.8% | +19.3% | -1.4% | +12.3% |
| 3Y | -15.3% | +116.4% | -131.7% | -32.0% |
| 5Y | -0.9% | +46.0% | -46.9% | -13.4% |
| 10Y | +358.4% | +239.8% | +118.6% | +179.1% |
| All | +358.4% | +248.4% | +110.0% | +179.1% |
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