+4,013.6%
CMG vs RSG
+1,291.0%
+2,722.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.1% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | +10.9% | +4.0% | +6.9% | +8.9% |
| 3M | +15.8% | +7.4% | +8.5% | +11.8% |
| 6M | +6.9% | +0.1% | +6.8% | +6.2% |
| YTD | -2.2% | +6.0% | -8.2% | -5.6% |
| 1Y | -7.1% | -3.0% | -4.1% | -6.6% |
| 3Y | -7.1% | +56.5% | -63.6% | -25.9% |
| 5Y | -4.8% | +90.9% | -95.7% | -31.3% |
| 10Y | +324.3% | +428.7% | -104.4% | +90.4% |
| All | +4,013.6% | +1,291.0% | +2,722.7% | +956.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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