+65.5%
T vs CMG
-16.8%
+82.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +2.5% | +2.5% | +0.1% | +2.5% |
| 30D | -3.8% | +15.6% | -19.4% | -4.3% |
| 3M | -8.7% | +8.2% | -16.9% | -9.1% |
| 6M | -8.1% | +9.9% | -18.0% | -8.6% |
| YTD | -6.4% | -4.6% | -1.8% | -6.8% |
| 1Y | -9.8% | +12.4% | -22.2% | -10.6% |
| 3Y | +65.5% | -18.0% | +83.5% | +84.1% |
| All | +65.5% | -16.8% | +82.3% | +84.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling