-5.0%
CMG vs UL
+18.7%
-23.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.7% |
| 7D | -3.8% | -4.1% | +0.2% | -2.6% |
| 30D | +12.9% | -1.2% | +14.1% | +13.4% |
| 3M | +18.8% | +6.0% | +12.8% | +16.4% |
| 6M | +4.1% | -5.5% | +9.5% | +5.3% |
| YTD | -2.4% | -3.3% | +1.0% | -2.2% |
| 1Y | -6.7% | -9.8% | +3.1% | -4.7% |
| 3Y | -7.1% | +20.1% | -27.3% | -14.2% |
| 5Y | -5.0% | +19.2% | -24.2% | -17.9% |
| All | -5.0% | +18.7% | -23.7% | -17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling