+48.9%
CMG vs U
-41.4%
+90.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.5% | -4.3% | -0.5% |
| 7D | -2.1% | +5.5% | -7.6% | -2.9% |
| 30D | +10.9% | -1.3% | +12.2% | +11.0% |
| 3M | +15.8% | +64.6% | -48.7% | +7.0% |
| 6M | +6.9% | +119.4% | -112.4% | -6.2% |
| YTD | -2.2% | -0.5% | -1.7% | -4.9% |
| 1Y | -7.1% | +1.3% | -8.4% | -10.8% |
| 3Y | -7.1% | +15.6% | -22.7% | -17.9% |
| 5Y | -4.8% | -67.5% | +62.7% | -3.8% |
| All | +48.9% | -41.4% | +90.3% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 10y: compounded portfolio wealth divided by compounded U 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…
10y analysis · Full analysis span regression · 6 months rolling