-3.0%
CMG vs RL
+241.4%
-244.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.4% |
| 7D | -1.5% | +1.9% | -3.3% | -2.1% |
| 30D | +12.7% | -12.2% | +24.9% | +17.3% |
| 3M | +26.3% | -6.6% | +32.9% | +28.6% |
| 6M | +4.5% | +3.2% | +1.3% | +2.2% |
| YTD | -0.1% | -1.3% | +1.2% | -0.9% |
| 1Y | -6.8% | +13.6% | -20.4% | -11.7% |
| 3Y | -5.0% | +210.9% | -215.9% | -40.0% |
| 5Y | -3.0% | +246.9% | -249.9% | -44.2% |
| All | -3.0% | +241.4% | -244.5% | -44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling