+111.0%
CMG vs TE
-52.9%
+163.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.2% |
| 7D | -2.1% | +0.2% | -2.3% | -2.1% |
| 30D | +10.9% | -5.9% | +16.8% | +11.1% |
| 3M | +15.8% | -45.6% | +61.4% | +18.2% |
| 6M | +6.9% | -43.4% | +50.3% | +7.2% |
| YTD | -2.2% | -31.0% | +28.8% | -4.0% |
| 1Y | -7.1% | +145.2% | -152.3% | -18.6% |
| 3Y | -7.1% | -24.1% | +16.9% | -13.9% |
| 5Y | -4.8% | -48.1% | +43.4% | -11.5% |
| All | +111.0% | -52.9% | +163.9% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 10y: compounded portfolio wealth divided by compounded TE 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…
10y analysis · Full analysis span regression · 6 months rolling