+4,063.6%
CMG vs RL
+847.1%
+3,216.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.4% | +2.5% |
| 7D | +4.1% | -4.4% | +8.5% | +5.5% |
| 30D | +20.5% | +5.6% | +15.0% | +18.2% |
| 3M | +14.5% | -0.6% | +15.1% | +14.3% |
| 6M | +14.8% | +15.5% | -0.7% | +8.1% |
| YTD | -1.0% | +12.3% | -13.3% | -6.3% |
| 1Y | +22.9% | +19.3% | +3.6% | +14.0% |
| 3Y | -13.6% | +255.5% | -269.1% | -47.3% |
| 5Y | +0.9% | +247.1% | -246.2% | -39.5% |
| 10Y | +361.4% | +346.0% | +15.3% | +114.7% |
| All | +4,063.6% | +847.1% | +3,216.5% | +980.7% |
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 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