+322.0%
CMG vs ROST
+317.9%
+4.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.7% |
| 7D | -2.1% | +0.2% | -2.3% | -2.1% |
| 30D | +10.9% | -6.9% | +17.8% | +13.9% |
| 3M | +15.8% | -3.3% | +19.2% | +16.8% |
| 6M | +6.9% | +9.0% | -2.1% | +2.5% |
| YTD | -2.2% | +28.9% | -31.0% | -12.3% |
| 1Y | -7.1% | +54.0% | -61.1% | -22.5% |
| 3Y | -7.1% | +100.7% | -107.8% | -31.4% |
| 5Y | -4.8% | +116.0% | -120.8% | -34.1% |
| All | +322.0% | +317.9% | +4.1% | +113.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 10y: compounded portfolio wealth divided by compounded ROST 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…
10y analysis · Full analysis span regression · 6 months rolling