-5.0%
CMG vs ROIV
+253.6%
-258.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +18.8% | -18.8% | -1.7% |
| 7D | -1.5% | +20.2% | -21.6% | -3.3% |
| 30D | +12.7% | +14.1% | -1.4% | +11.1% |
| 3M | +26.3% | +45.6% | -19.3% | +21.1% |
| 6M | +4.5% | +44.1% | -39.6% | +0.1% |
| YTD | -0.1% | +91.2% | -91.3% | -6.8% |
| 1Y | -6.8% | +221.3% | -228.1% | -17.5% |
| 3Y | -5.0% | +229.2% | -234.2% | -19.2% |
| All | -5.0% | +253.6% | -258.6% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling