+14.8%
CMG vs TPR
-0.6%
+15.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +2.3% |
| 7D | +4.1% | +6.4% | -2.3% | +3.0% |
| 30D | +20.5% | +13.8% | +6.8% | +17.7% |
| 3M | +14.5% | -16.6% | +31.1% | +11.3% |
| 6M | +14.8% | +0.7% | +14.1% | +11.0% |
| All | +14.8% | -0.6% | +15.4% | +11.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling