+115.4%
CMG vs TE
-48.3%
+163.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.0% | -10.0% | -0.5% |
| 7D | -1.5% | +18.2% | -19.7% | -2.3% |
| 30D | +12.7% | -13.5% | +26.2% | +13.3% |
| 3M | +26.3% | -44.6% | +70.9% | +28.7% |
| 6M | +4.5% | -24.7% | +29.2% | +2.9% |
| YTD | -0.1% | -24.3% | +24.1% | -2.4% |
| 1Y | -6.8% | +155.6% | -162.3% | -18.3% |
| 3Y | -5.0% | -18.3% | +13.3% | -12.0% |
| 5Y | -3.0% | -41.3% | +38.3% | -10.4% |
| All | +115.4% | -48.3% | +163.7% | +79.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling