+196.6%
CMG vs TRU
+226.0%
-29.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.3% |
| 7D | -6.5% | -6.5% | 0.0% | -4.5% |
| 30D | +12.1% | -2.5% | +14.6% | +12.8% |
| 3M | +20.6% | +10.4% | +10.2% | +15.5% |
| 6M | +2.1% | +1.6% | +0.5% | +0.2% |
| YTD | -2.6% | -9.7% | +7.1% | -1.3% |
| 1Y | -8.7% | -17.3% | +8.6% | -5.2% |
| 3Y | -7.4% | -1.8% | -5.6% | -14.2% |
| 5Y | -5.7% | -36.2% | +30.6% | +0.6% |
| 10Y | +322.3% | +143.2% | +179.1% | +216.1% |
| All | +196.6% | +226.0% | -29.4% | +109.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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