-5.7%
CMG vs RRC
+154.4%
-160.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -2.5% |
| 7D | -6.5% | -1.7% | -4.7% | -6.3% |
| 30D | +12.1% | +3.6% | +8.5% | +11.7% |
| 3M | +20.6% | +8.8% | +11.7% | +19.5% |
| 6M | +2.1% | +0.8% | +1.3% | +1.7% |
| YTD | -2.6% | +19.0% | -21.6% | -4.9% |
| 1Y | -8.7% | +22.9% | -31.6% | -11.4% |
| 3Y | -7.4% | +32.3% | -39.7% | -11.9% |
| 5Y | -5.7% | +151.6% | -157.2% | -14.8% |
| All | -5.7% | +154.4% | -160.0% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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