+33.8%
CMG vs ROIV
+298.2%
-264.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.6% |
| 7D | -6.5% | +22.3% | -28.8% | -8.2% |
| 30D | +12.1% | +16.9% | -4.7% | +10.3% |
| 3M | +20.6% | +43.9% | -23.3% | +16.3% |
| 6M | +2.1% | +41.6% | -39.5% | -1.5% |
| YTD | -2.6% | +92.7% | -95.3% | -8.7% |
| 1Y | -8.7% | +210.2% | -218.9% | -18.1% |
| 3Y | -7.4% | +231.8% | -239.2% | -18.4% |
| 5Y | -5.7% | +319.8% | -325.4% | -21.6% |
| All | +33.8% | +298.2% | -264.3% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling