+321.2%
CMG vs RL
+308.3%
+12.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -3.8% | -2.2% | -1.6% | -3.4% |
| 30D | +12.9% | -15.3% | +28.3% | +17.2% |
| 3M | +18.8% | -10.3% | +29.1% | +21.5% |
| 6M | +4.1% | -2.2% | +6.3% | +3.9% |
| YTD | -2.4% | -4.3% | +1.9% | -2.1% |
| 1Y | -6.7% | +8.9% | -15.5% | -9.1% |
| 3Y | -7.1% | +201.4% | -208.5% | -29.4% |
| 5Y | -5.0% | +230.6% | -235.5% | -30.4% |
| All | +321.2% | +308.3% | +12.9% | +183.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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