-3.1%
CMG vs RUN
-81.0%
+77.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | -2.1% | -3.7% | +1.7% | -1.8% |
| 30D | +10.9% | -13.0% | +23.9% | +12.0% |
| 3M | +15.8% | -31.8% | +47.6% | +18.8% |
| 6M | +6.9% | -32.2% | +39.2% | +9.1% |
| YTD | -2.2% | -53.5% | +51.3% | +2.0% |
| 1Y | -7.1% | -46.5% | +39.4% | -4.7% |
| 3Y | -7.1% | -37.6% | +30.5% | -16.3% |
| All | -3.1% | -81.0% | +77.9% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling