+4,100.0%
CMG vs RL
+741.7%
+3,358.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.7% | -2.3% |
| 7D | -2.8% | -0.8% | -2.0% | -2.6% |
| 30D | +7.1% | -7.8% | +14.9% | +9.8% |
| 3M | +31.2% | -4.0% | +35.2% | +32.4% |
| 6M | +0.7% | -1.9% | +2.6% | +0.1% |
| YTD | -0.1% | -0.2% | +0.1% | -1.4% |
| 1Y | -10.7% | +10.7% | -21.4% | -15.0% |
| 3Y | -4.7% | +210.8% | -215.4% | -39.1% |
| 5Y | -3.8% | +238.2% | -242.0% | -42.1% |
| 10Y | +352.5% | +313.4% | +39.1% | +115.4% |
| All | +4,100.0% | +741.7% | +3,358.3% | +1,037.1% |
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 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