+3,896.6%
CMG vs RL
+839.3%
+3,057.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.7% |
| 7D | -0.6% | +2.4% | -3.0% | -1.4% |
| 30D | +15.9% | +4.6% | +11.3% | +14.0% |
| 3M | +7.8% | -1.1% | +8.9% | +7.8% |
| 6M | +7.7% | +16.5% | -8.9% | +1.0% |
| YTD | -4.9% | +11.4% | -16.4% | -9.8% |
| 1Y | +12.3% | +16.1% | -3.8% | +5.1% |
| 3Y | -17.1% | +252.6% | -269.7% | -49.3% |
| 5Y | -5.6% | +244.9% | -250.5% | -43.3% |
| 10Y | +342.9% | +342.4% | +0.5% | +106.7% |
| All | +3,896.6% | +839.3% | +3,057.3% | +940.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling