+325.9%
CMG vs ROL
+221.5%
+104.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.2% | -0.6% |
| 7D | +2.5% | +3.0% | -0.5% | +1.5% |
| 30D | +15.6% | +19.8% | -4.2% | +8.8% |
| 3M | +8.2% | +7.9% | +0.3% | +5.4% |
| 6M | +9.9% | -25.6% | +35.5% | +20.4% |
| YTD | -4.6% | -34.1% | +29.5% | +8.5% |
| 1Y | +12.4% | -31.4% | +43.8% | +26.2% |
| 3Y | -18.0% | +4.7% | -22.6% | -21.9% |
| 5Y | -5.3% | +15.6% | -20.9% | -14.7% |
| All | +325.9% | +221.5% | +104.4% | +229.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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