+52.0%
CMG vs U
-44.5%
+96.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | -2.8% | -3.8% | +1.0% | -2.3% |
| 30D | +7.1% | +17.5% | -10.3% | +4.2% |
| 3M | +31.2% | +38.7% | -7.6% | +24.1% |
| 6M | +0.7% | +104.4% | -103.7% | -10.8% |
| YTD | -0.1% | -5.7% | +5.6% | -2.1% |
| 1Y | -10.7% | +3.7% | -14.4% | -14.8% |
| 3Y | -4.7% | +12.3% | -17.0% | -15.5% |
| 5Y | -3.8% | -68.8% | +65.1% | -2.1% |
| All | +52.0% | -44.5% | +96.5% | +40.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling