+3,994.3%
CMG vs TRV
+1,203.0%
+2,791.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | -6.5% | +0.2% | -6.6% | -6.6% |
| 30D | +12.1% | -2.3% | +14.4% | +13.0% |
| 3M | +20.6% | +22.7% | -2.1% | +10.9% |
| 6M | +2.1% | +21.9% | -19.8% | -5.9% |
| YTD | -2.6% | +27.5% | -30.1% | -11.9% |
| 1Y | -8.7% | +36.2% | -44.9% | -19.6% |
| 3Y | -7.4% | +140.6% | -148.0% | -35.6% |
| 5Y | -5.7% | +154.5% | -160.2% | -37.1% |
| 10Y | +322.3% | +295.4% | +26.9% | +123.8% |
| All | +3,994.3% | +1,203.0% | +2,791.3% | +1,034.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling