+22.9%
CMG vs TPR
+28.7%
-5.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +17.4% |
| 3M | +14.5% | -16.6% | +31.1% | +15.8% |
| 6M | +14.8% | +0.7% | +14.1% | +12.0% |
| YTD | -1.0% | +5.3% | -6.3% | -3.9% |
| 1Y | +22.9% | +32.4% | -9.4% | +7.0% |
| All | +22.9% | +28.7% | -5.8% | +7.0% |
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