+321.2%
CMG vs ROL
+210.1%
+111.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -3.8% | -3.2% | -0.6% | -2.8% |
| 30D | +12.9% | -6.6% | +19.5% | +15.3% |
| 3M | +18.8% | -27.3% | +46.1% | +30.9% |
| 6M | +4.1% | -38.1% | +42.1% | +20.6% |
| YTD | -2.4% | -41.8% | +39.4% | +15.1% |
| 1Y | -6.7% | -37.8% | +31.1% | +7.1% |
| 3Y | -7.1% | -0.3% | -6.8% | -10.2% |
| 5Y | -5.0% | -5.1% | +0.1% | -8.5% |
| All | +321.2% | +210.1% | +111.1% | +341.5% |
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