+995.4%
TER vs CMG
+342.6%
+652.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.5% |
| 7D | +14.4% | +2.5% | +11.9% | +13.5% |
| 30D | -30.6% | +15.6% | -46.2% | -34.7% |
| 3M | -39.2% | +8.2% | -47.4% | -42.0% |
| 6M | -31.3% | +9.9% | -41.1% | -36.4% |
| YTD | +29.1% | -4.6% | +33.7% | +26.4% |
| 1Y | +47.4% | +12.4% | +35.0% | +34.4% |
| 3Y | +191.2% | -18.0% | +209.2% | +193.4% |
| 5Y | +74.0% | -5.3% | +79.3% | +60.5% |
| All | +995.4% | +342.6% | +652.8% | +583.5% |
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