+2,408.8%
CRM vs CMG
+3,922.2%
-1,513.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | -4.4% | -2.1% | -2.4% | -3.7% |
| 30D | +28.1% | +10.9% | +17.2% | +23.0% |
| 3M | +48.8% | +15.8% | +33.0% | +38.6% |
| 6M | +28.3% | +6.9% | +21.3% | +22.3% |
| YTD | -6.0% | -2.2% | -3.9% | -7.5% |
| 1Y | +1.4% | -7.1% | +8.5% | +0.4% |
| 3Y | +11.8% | -7.1% | +19.0% | +7.5% |
| 5Y | -2.0% | -4.8% | +2.8% | -7.8% |
| 10Y | +239.6% | +324.3% | -84.7% | +70.3% |
| All | +2,408.8% | +3,922.2% | -1,513.5% | +360.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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