+3,909.1%
CMG vs ROP
+1,303.5%
+2,605.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +2.5% | +0.7% | +1.8% | +2.1% |
| 30D | +15.6% | +28.8% | -13.2% | +1.4% |
| 3M | +8.2% | +21.1% | -12.9% | -2.2% |
| 6M | +9.9% | +52.5% | -42.7% | -12.7% |
| YTD | -4.6% | +8.9% | -13.5% | -10.6% |
| 1Y | +12.4% | +8.2% | +4.2% | +5.8% |
| 3Y | -18.0% | -5.2% | -12.8% | -18.2% |
| 5Y | -5.3% | +1.7% | -7.0% | -9.7% |
| 10Y | +344.2% | +185.4% | +158.9% | +136.3% |
| All | +3,909.1% | +1,303.5% | +2,605.6% | +789.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling