+10.9%
CMG vs TRV
+54.4%
-43.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.5% | +2.3% | +4.9% |
| 7D | +22.5% | +3.9% | +18.7% | +21.3% |
| 30D | +14.1% | +13.5% | +0.6% | +10.7% |
| 3M | +4.1% | +8.9% | -4.8% | +1.9% |
| 6M | +10.1% | +36.8% | -26.7% | -3.5% |
| YTD | -4.9% | +42.7% | -47.5% | -18.3% |
| 1Y | +10.9% | +49.9% | -38.9% | -8.8% |
| All | +10.9% | +54.4% | -43.5% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 1y: compounded portfolio wealth divided by compounded TRV 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…
1y analysis · Full analysis span regression · 6 months rolling