+37.3%
CMG vs ROIV
+232.7%
-195.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.8% |
| 7D | -2.8% | +0.6% | -3.4% | -2.9% |
| 30D | +7.1% | +1.0% | +6.2% | +6.9% |
| 3M | +31.2% | +18.3% | +12.9% | +28.9% |
| 6M | +0.7% | +18.3% | -17.6% | -1.2% |
| YTD | -0.1% | +61.0% | -61.1% | -4.7% |
| 1Y | -10.7% | +177.9% | -188.6% | -19.1% |
| 3Y | -4.7% | +199.1% | -203.7% | -15.1% |
| 5Y | -3.8% | +250.7% | -254.5% | -18.6% |
| All | +37.3% | +232.7% | -195.4% | +19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling