-5.7%
CMG vs ROL
-6.0%
+0.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.2% |
| 7D | -6.5% | -3.3% | -3.2% | -5.6% |
| 30D | +12.1% | -7.2% | +19.3% | +14.5% |
| 3M | +20.6% | -27.0% | +47.6% | +31.8% |
| 6M | +2.1% | -39.5% | +41.6% | +17.8% |
| YTD | -2.6% | -41.8% | +39.2% | +13.3% |
| 1Y | -8.7% | -38.9% | +30.2% | +4.5% |
| 3Y | -7.4% | -0.4% | -7.0% | -11.3% |
| 5Y | -5.7% | -4.2% | -1.5% | -15.9% |
| All | -5.7% | -6.0% | +0.3% | -15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling