-10.7%
CMG vs ROP
-21.5%
+10.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +1.9% | -0.7% |
| 7D | -2.8% | -4.4% | +1.6% | -1.6% |
| 30D | +7.1% | +3.2% | +3.9% | +6.2% |
| 3M | +31.2% | +23.1% | +8.1% | +21.5% |
| 6M | +0.7% | +13.3% | -12.6% | -4.0% |
| YTD | -0.1% | -7.9% | +7.7% | +4.9% |
| 1Y | -10.7% | -22.1% | +11.3% | -0.8% |
| All | -10.7% | -21.5% | +10.7% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling