-7.3%
CMG vs RUN
-38.5%
+31.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.3% |
| 7D | -3.8% | -3.4% | -0.5% | -3.7% |
| 30D | +12.9% | -14.0% | +26.9% | +13.4% |
| 3M | +18.8% | -27.5% | +46.2% | +19.7% |
| 6M | +4.1% | -29.0% | +33.0% | +4.7% |
| YTD | -2.4% | -53.1% | +50.7% | -0.8% |
| 1Y | -6.7% | -46.7% | +40.1% | -5.5% |
| All | -7.3% | -38.5% | +31.2% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 3y: compounded portfolio wealth divided by compounded RUN 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…
3y analysis · Full analysis span regression · 6 months rolling