+322.0%
CMG vs UL
+66.7%
+255.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | -2.1% | -3.4% | +1.3% | -1.1% |
| 30D | +10.9% | +0.5% | +10.4% | +10.8% |
| 3M | +15.8% | +7.2% | +8.6% | +13.4% |
| 6M | +6.9% | -3.1% | +10.0% | +7.5% |
| YTD | -2.2% | -2.7% | +0.6% | -2.0% |
| 1Y | -7.1% | -10.2% | +3.2% | -5.0% |
| 3Y | -7.1% | +20.3% | -27.4% | -13.1% |
| 5Y | -4.8% | +19.9% | -24.7% | -12.2% |
| All | +322.0% | +66.7% | +255.3% | +302.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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