+361.4%
CMG vs TPR
+378.8%
-17.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +2.3% |
| 7D | +4.1% | +6.4% | -2.3% | +2.8% |
| 30D | +20.5% | +13.8% | +6.8% | +17.6% |
| 3M | +14.5% | -16.6% | +31.1% | +18.0% |
| 6M | +14.8% | +0.7% | +14.1% | +13.7% |
| YTD | -1.0% | +5.3% | -6.3% | -3.3% |
| 1Y | +22.9% | +32.4% | -9.4% | +14.7% |
| 3Y | -13.6% | +406.4% | -420.0% | -39.1% |
| 5Y | +0.9% | +227.9% | -227.0% | -24.8% |
| 10Y | +361.4% | +371.7% | -10.3% | +190.3% |
| All | +361.4% | +378.8% | -17.5% | +190.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling