-7.1%
CMG vs TRV
+39.8%
-46.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.2% |
| 7D | -2.1% | +1.9% | -4.0% | -2.4% |
| 30D | +10.9% | +1.7% | +9.2% | +10.5% |
| 3M | +15.8% | +23.9% | -8.0% | +6.0% |
| 6M | +6.9% | +26.3% | -19.3% | -3.1% |
| YTD | -2.2% | +30.8% | -33.0% | -12.6% |
| 1Y | -7.1% | +36.3% | -43.4% | -16.5% |
| All | -7.1% | +39.8% | -46.9% | -16.5% |
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