+66.9%
T vs CMG
+326.7%
-259.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.6% |
| 7D | -2.4% | -3.8% | +1.4% | -2.2% |
| 30D | +4.3% | +12.9% | -8.6% | +3.5% |
| 3M | +11.6% | +18.8% | -7.2% | +10.0% |
| 6M | -5.6% | +4.1% | -9.6% | -6.1% |
| YTD | +6.6% | -2.4% | +8.9% | +6.3% |
| 1Y | -8.4% | -6.7% | -1.7% | -8.5% |
| 3Y | +107.8% | -7.1% | +115.0% | +105.2% |
| 5Y | +68.3% | -5.0% | +73.3% | +63.6% |
| All | +66.9% | +326.7% | -259.8% | +48.4% |
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 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