+210.2%
TER vs CMG
-13.6%
+223.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.0% | +6.3% | +7.9% |
| 7D | +5.9% | +4.1% | +1.8% | +5.0% |
| 30D | -30.8% | +20.5% | -51.3% | -33.8% |
| 3M | -29.9% | +14.5% | -44.4% | -32.9% |
| 6M | -27.5% | +14.8% | -42.2% | -32.1% |
| YTD | +37.5% | -1.0% | +38.4% | +36.1% |
| 1Y | +50.3% | +22.9% | +27.3% | +36.2% |
| All | +210.2% | -13.6% | +223.8% | +211.3% |
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