-3.0%
CMG vs TPR
+230.0%
-233.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | +0.9% |
| 7D | -1.5% | -3.4% | +1.9% | -0.6% |
| 30D | +12.7% | -27.3% | +40.0% | +21.3% |
| 3M | +26.3% | -16.2% | +42.5% | +30.6% |
| 6M | +4.5% | -17.9% | +22.4% | +8.1% |
| YTD | -0.1% | -7.1% | +7.0% | -0.4% |
| 1Y | -6.8% | +13.6% | -20.4% | -12.2% |
| 3Y | -5.0% | +293.7% | -298.7% | -40.0% |
| 5Y | -3.0% | +239.1% | -242.1% | -39.0% |
| All | -3.0% | +230.0% | -233.0% | -39.0% |
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 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