+322.3%
CMG vs TPR
+299.5%
+22.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.3% | +0.8% | -1.9% |
| 7D | -6.5% | -7.3% | +0.8% | -5.1% |
| 30D | +12.1% | -30.7% | +42.8% | +19.8% |
| 3M | +20.6% | -21.6% | +42.2% | +25.5% |
| 6M | +2.1% | -21.3% | +23.4% | +5.8% |
| YTD | -2.6% | -10.2% | +7.5% | -1.9% |
| 1Y | -8.7% | +9.5% | -18.2% | -11.7% |
| 3Y | -7.4% | +280.8% | -288.2% | -31.2% |
| 5Y | -5.7% | +218.7% | -224.4% | -29.0% |
| 10Y | +322.3% | +306.7% | +15.7% | +168.8% |
| All | +322.3% | +299.5% | +22.9% | +168.8% |
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