-9.1%
T vs CMG
-11.4%
+2.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.9% |
| 7D | -1.3% | -2.8% | +1.5% | -1.3% |
| 30D | +11.4% | +7.1% | +4.2% | +11.4% |
| 3M | +14.3% | +31.2% | -16.9% | +13.6% |
| 6M | -9.3% | +0.7% | -9.9% | -9.2% |
| YTD | +7.1% | -0.1% | +7.2% | +6.9% |
| 1Y | -9.1% | -10.7% | +1.7% | -9.4% |
| All | -9.1% | -11.4% | +2.3% | -9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling