+199.8%
TER vs CMG
-11.4%
+211.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.6% | +7.1% | +5.6% |
| 7D | +0.6% | -2.8% | +3.4% | +0.9% |
| 30D | -8.3% | +7.1% | -15.4% | -9.2% |
| 3M | -12.2% | +31.2% | -43.4% | -17.0% |
| 6M | +17.0% | +0.7% | +16.3% | +17.7% |
| YTD | +84.6% | -0.1% | +84.7% | +86.2% |
| 1Y | +199.8% | -10.7% | +210.6% | +215.2% |
| All | +199.8% | -11.4% | +211.2% | +215.2% |
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