-3.3%
CMG vs TE
-48.4%
+45.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.7% | +7.0% | +0.6% |
| 7D | -3.8% | +0.9% | -4.7% | -3.9% |
| 30D | +12.9% | -16.3% | +29.2% | +13.7% |
| 3M | +18.8% | -40.8% | +59.5% | +20.6% |
| 6M | +4.1% | -42.6% | +46.7% | +4.2% |
| YTD | -2.4% | -31.4% | +29.1% | -4.2% |
| 1Y | -6.7% | +144.9% | -151.6% | -18.6% |
| 3Y | -7.1% | -26.0% | +18.9% | -12.4% |
| All | -3.3% | -48.4% | +45.2% | -12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling