+4,100.0%
CMG vs ROL
+1,656.7%
+2,443.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.8% |
| 7D | -2.8% | -1.4% | -1.4% | -2.3% |
| 30D | +7.1% | -4.1% | +11.2% | +8.8% |
| 3M | +31.2% | -22.5% | +53.7% | +44.4% |
| 6M | +0.7% | -37.7% | +38.3% | +20.8% |
| YTD | -0.1% | -39.6% | +39.5% | +20.9% |
| 1Y | -10.7% | -36.0% | +25.3% | +4.7% |
| 3Y | -4.7% | -5.1% | +0.5% | -6.5% |
| 5Y | -3.8% | -3.4% | -0.4% | -8.3% |
| 10Y | +352.5% | +215.2% | +137.2% | +146.5% |
| All | +4,100.0% | +1,656.7% | +2,443.3% | +842.2% |
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