+143.9%
CMG vs RUN
-29.4%
+173.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.4% |
| 7D | -1.5% | +10.2% | -11.6% | -2.4% |
| 30D | +12.7% | -9.6% | +22.3% | +13.7% |
| 3M | +26.3% | -31.5% | +57.8% | +30.1% |
| 6M | +4.5% | -18.7% | +23.2% | +5.2% |
| YTD | -0.1% | -49.9% | +49.8% | +4.3% |
| 1Y | -6.8% | -45.5% | +38.7% | -4.1% |
| 3Y | -5.0% | -34.1% | +29.1% | -15.6% |
| 5Y | -3.0% | -79.4% | +76.4% | -6.3% |
| 10Y | +323.6% | +48.9% | +274.6% | +217.0% |
| All | +143.9% | -29.4% | +173.3% | +88.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling