+10.9%
CMG vs TPR
+20.9%
-10.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.5% | +2.3% | +5.1% |
| 7D | +22.5% | +12.6% | +9.9% | +19.7% |
| 30D | +14.1% | +7.1% | +7.0% | +12.4% |
| 3M | +4.1% | -19.4% | +23.4% | +6.6% |
| 6M | +10.1% | -9.7% | +19.8% | +9.1% |
| YTD | -4.9% | -1.0% | -3.9% | -7.7% |
| 1Y | +10.9% | +19.3% | -8.4% | -1.0% |
| All | +10.9% | +20.9% | -10.0% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 1y: compounded portfolio wealth divided by compounded TPR 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…
1y analysis · Full analysis span regression · 6 months rolling