-5.1%
CMG vs TPR
+255.4%
-260.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.5% |
| 7D | +8.0% | +14.2% | -6.2% | +4.3% |
| 30D | +11.9% | +17.1% | -5.2% | +7.4% |
| 3M | +2.1% | -17.7% | +19.8% | +6.5% |
| 6M | +5.2% | -10.2% | +15.3% | +6.4% |
| YTD | -6.9% | +4.9% | -11.9% | -10.2% |
| 1Y | +12.7% | +36.1% | -23.5% | +1.1% |
| 3Y | -16.8% | +416.5% | -433.3% | -52.0% |
| All | -5.1% | +255.4% | -260.5% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling