+3,812.5%
CMG vs TPR
+482.2%
+3,330.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.4% |
| 7D | +8.0% | +14.2% | -6.2% | +3.7% |
| 30D | +11.9% | +17.1% | -5.2% | +6.8% |
| 3M | +2.1% | -17.7% | +19.8% | +7.4% |
| 6M | +5.2% | -10.2% | +15.3% | +6.7% |
| YTD | -6.9% | +4.9% | -11.9% | -10.4% |
| 1Y | +12.7% | +36.1% | -23.5% | +0.1% |
| 3Y | -16.8% | +416.5% | -433.3% | -53.1% |
| 5Y | -4.1% | +254.8% | -258.8% | -41.3% |
| 10Y | +364.7% | +391.7% | -27.0% | +110.3% |
| All | +3,812.5% | +482.2% | +3,330.3% | +1,143.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling