-5.0%
CMG vs XRT
-4.5%
-0.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.7% |
| 7D | -3.8% | -3.6% | -0.3% | -1.8% |
| 30D | +12.9% | -6.7% | +19.6% | +17.5% |
| 3M | +18.8% | -1.4% | +20.2% | +19.4% |
| 6M | +4.1% | +1.7% | +2.4% | +2.6% |
| YTD | -2.4% | -1.5% | -0.9% | -1.8% |
| 1Y | -6.7% | -2.5% | -4.2% | -5.4% |
| 3Y | -7.1% | +39.9% | -47.0% | -25.2% |
| 5Y | -5.0% | -2.6% | -2.4% | -8.5% |
| All | -5.0% | -4.5% | -0.5% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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