-5.0%
CMG vs ROST
+107.5%
-112.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | -3.8% | -2.5% | -1.3% | -3.0% |
| 30D | +12.9% | -10.3% | +23.2% | +17.2% |
| 3M | +18.8% | -2.6% | +21.4% | +19.4% |
| 6M | +4.1% | +6.5% | -2.5% | +0.9% |
| YTD | -2.4% | +25.9% | -28.3% | -11.2% |
| 1Y | -6.7% | +52.3% | -59.0% | -21.0% |
| 3Y | -7.1% | +94.6% | -101.7% | -29.4% |
| 5Y | -5.0% | +111.1% | -116.1% | -34.2% |
| All | -5.0% | +107.5% | -112.5% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling