-8.7%
CMG vs ROIV
+224.1%
-232.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.6% |
| 7D | -6.5% | +22.3% | -28.8% | -8.1% |
| 30D | +12.1% | +16.9% | -4.7% | +10.4% |
| 3M | +20.6% | +43.9% | -23.3% | +15.5% |
| 6M | +2.1% | +41.6% | -39.5% | -2.4% |
| YTD | -2.6% | +92.7% | -95.3% | -8.3% |
| 1Y | -8.7% | +210.2% | -218.9% | -16.4% |
| All | -8.7% | +224.1% | -232.8% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling