-14.8%
CMG vs RL
+257.6%
-272.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.4% | +2.3% |
| 7D | +4.1% | -4.4% | +8.5% | +5.1% |
| 30D | +20.5% | +5.6% | +15.0% | +18.9% |
| 3M | +14.5% | -0.6% | +15.1% | +14.5% |
| 6M | +14.8% | +15.5% | -0.7% | +10.2% |
| YTD | -1.0% | +12.3% | -13.3% | -4.5% |
| 1Y | +22.9% | +19.3% | +3.6% | +16.9% |
| All | -14.8% | +257.6% | -272.4% | -28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling