-1.1%
CMG vs U
-72.0%
+70.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.8% |
| 7D | +8.0% | +24.4% | -16.4% | +4.5% |
| 30D | +13.7% | +7.4% | +6.3% | +12.1% |
| 3M | +11.8% | +16.8% | -5.0% | +8.6% |
| 6M | +10.6% | +78.8% | -68.2% | +0.2% |
| YTD | -2.9% | +14.0% | -16.9% | -7.9% |
| 1Y | +17.8% | +16.7% | +1.1% | +11.0% |
| 3Y | -15.3% | +86.4% | -101.7% | -31.2% |
| All | -1.1% | -72.0% | +70.9% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling