+1,851.9%
TER vs CMG
+327.5%
+1,524.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | +6.4% | -2.1% | +8.4% | +7.1% |
| 30D | -5.7% | +10.9% | -16.6% | -9.7% |
| 3M | -0.4% | +15.8% | -16.2% | -7.7% |
| 6M | +25.8% | +6.9% | +18.9% | +19.5% |
| YTD | +96.4% | -2.2% | +98.6% | +93.0% |
| 1Y | +229.2% | -7.1% | +236.3% | +225.5% |
| 3Y | +288.1% | -7.1% | +295.2% | +276.4% |
| 5Y | +219.9% | -4.8% | +224.7% | +199.2% |
| All | +1,851.9% | +327.5% | +1,524.4% | +1,169.4% |
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