-18.0%
CMG vs RF
+119.8%
-137.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.1% |
| 7D | +2.5% | +1.9% | +0.5% | +1.9% |
| 30D | +15.6% | +7.3% | +8.3% | +13.2% |
| 3M | +8.2% | -7.9% | +16.1% | +10.7% |
| 6M | +9.9% | +10.5% | -0.6% | +6.1% |
| YTD | -4.6% | +9.6% | -14.3% | -7.6% |
| 1Y | +12.4% | +20.3% | -7.9% | +6.4% |
| 3Y | -18.0% | +119.5% | -137.5% | -24.8% |
| All | -18.0% | +119.8% | -137.8% | -24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling