+45.1%
CMG vs U
-29.6%
+74.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.2% | -4.9% | -0.4% |
| 7D | +2.5% | +2.6% | -0.1% | +2.1% |
| 30D | +15.6% | +27.6% | -12.0% | +11.2% |
| 3M | +8.2% | +15.3% | -7.1% | +5.3% |
| 6M | +9.9% | +96.4% | -86.5% | -2.0% |
| YTD | -4.6% | +19.6% | -24.2% | -10.3% |
| 1Y | +12.4% | +42.1% | -29.7% | +2.6% |
| 3Y | -18.0% | +87.5% | -105.5% | -33.4% |
| 5Y | -5.3% | -73.1% | +67.8% | -1.3% |
| All | +45.1% | -29.6% | +74.7% | +28.9% |
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