+3,909.1%
CMG vs ROL
+1,814.5%
+2,094.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.2% | -0.7% |
| 7D | +2.5% | +3.0% | -0.5% | +1.3% |
| 30D | +15.6% | +19.8% | -4.2% | +7.5% |
| 3M | +8.2% | +7.9% | +0.3% | +4.9% |
| 6M | +9.9% | -25.6% | +35.5% | +22.8% |
| YTD | -4.6% | -34.1% | +29.5% | +11.5% |
| 1Y | +12.4% | -31.4% | +43.8% | +29.3% |
| 3Y | -18.0% | +4.7% | -22.6% | -22.3% |
| 5Y | -5.3% | +15.6% | -20.9% | -15.7% |
| 10Y | +344.2% | +220.6% | +123.6% | +142.1% |
| All | +3,909.1% | +1,814.5% | +2,094.6% | +768.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling