-3.3%
CMG vs TRV
+157.5%
-160.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | +0.1% |
| 7D | -3.8% | -1.5% | -2.4% | -3.5% |
| 30D | +12.9% | -1.8% | +14.7% | +13.4% |
| 3M | +18.8% | +21.6% | -2.8% | +12.1% |
| 6M | +4.1% | +22.5% | -18.4% | -2.0% |
| YTD | -2.4% | +28.1% | -30.5% | -9.2% |
| 1Y | -6.7% | +37.0% | -43.7% | -14.7% |
| 3Y | -7.1% | +141.9% | -149.0% | -25.7% |
| All | -3.3% | +157.5% | -160.7% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling