+4,100.0%
CMG vs UL
+403.6%
+3,696.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.4% |
| 7D | -1.5% | -1.3% | -0.2% | -1.0% |
| 30D | +12.7% | +0.9% | +11.8% | +12.4% |
| 3M | +26.3% | +14.2% | +12.0% | +19.9% |
| 6M | +4.5% | -3.2% | +7.7% | +5.4% |
| YTD | -0.1% | -0.3% | +0.2% | -0.7% |
| 1Y | -6.8% | -8.8% | +2.0% | -4.4% |
| 3Y | -5.0% | +23.9% | -28.9% | -14.0% |
| 5Y | -3.0% | +21.4% | -24.4% | -12.9% |
| 10Y | +323.6% | +66.7% | +256.9% | +221.4% |
| All | +4,100.0% | +403.6% | +3,696.4% | +1,841.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling