+321.2%
CMG vs Z
-6.2%
+327.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.0% | +0.8% |
| 7D | -3.8% | -11.6% | +7.7% | -1.5% |
| 30D | +12.9% | -8.5% | +21.4% | +14.7% |
| 3M | +18.8% | -7.9% | +26.7% | +19.9% |
| 6M | +4.1% | -29.1% | +33.1% | +10.4% |
| YTD | -2.4% | -54.2% | +51.8% | +12.6% |
| 1Y | -6.7% | -63.5% | +56.9% | +12.3% |
| 3Y | -7.1% | -38.6% | +31.5% | -3.8% |
| 5Y | -5.0% | -66.0% | +61.0% | +4.2% |
| All | +321.2% | -6.2% | +327.4% | +263.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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