+4,100.0%
CMG vs TPR
+435.5%
+3,664.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -2.8% | -2.3% | -0.5% | -2.1% |
| 30D | +7.1% | -23.0% | +30.1% | +14.9% |
| 3M | +31.2% | -12.5% | +43.6% | +34.9% |
| 6M | +0.7% | -21.4% | +22.1% | +6.3% |
| YTD | -0.1% | -3.5% | +3.4% | -1.3% |
| 1Y | -10.7% | +17.4% | -28.1% | -17.1% |
| 3Y | -4.7% | +291.3% | -295.9% | -41.6% |
| 5Y | -3.8% | +241.9% | -245.7% | -40.6% |
| 10Y | +352.5% | +322.7% | +29.8% | +115.8% |
| All | +4,100.0% | +435.5% | +3,664.5% | +1,269.5% |
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