+74.3%
F vs CMG
+382.1%
-307.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | +1.0% | +8.0% | -7.0% | -1.1% |
| 30D | +2.1% | +13.7% | -11.6% | -1.5% |
| 3M | -10.3% | +11.8% | -22.0% | -13.3% |
| 6M | +3.3% | +10.6% | -7.3% | -1.2% |
| YTD | -2.0% | -2.9% | +0.9% | -3.1% |
| 1Y | -2.3% | +17.8% | -20.1% | -8.7% |
| 3Y | +49.9% | -15.3% | +65.2% | +48.5% |
| 5Y | -12.5% | -0.9% | -11.6% | -20.0% |
| 10Y | +74.3% | +358.4% | -284.1% | +10.5% |
| All | +74.3% | +382.1% | -307.8% | +10.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling