+4,100.0%
CMG vs ROP
+1,087.9%
+3,012.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +1.9% | +0.2% |
| 7D | -2.8% | -4.4% | +1.6% | -0.6% |
| 30D | +7.1% | +3.2% | +3.9% | +5.3% |
| 3M | +31.2% | +23.1% | +8.1% | +16.9% |
| 6M | +0.7% | +13.3% | -12.6% | -6.7% |
| YTD | -0.1% | -7.9% | +7.7% | +2.2% |
| 1Y | -10.7% | -22.1% | +11.3% | -0.4% |
| 3Y | -4.7% | -16.8% | +12.1% | +1.8% |
| 5Y | -3.8% | -13.5% | +9.8% | 0.0% |
| 10Y | +352.5% | +137.7% | +214.8% | +164.8% |
| All | +4,100.0% | +1,087.9% | +3,012.1% | +917.8% |
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 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