+228.2%
TER vs CMG
-5.7%
+233.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.5% | +5.6% | +4.2% |
| 7D | +12.4% | -6.5% | +18.8% | +15.4% |
| 30D | +5.1% | +12.1% | -7.0% | -0.3% |
| 3M | +4.0% | +20.6% | -16.6% | -6.7% |
| 6M | +29.5% | +2.1% | +27.4% | +24.7% |
| YTD | +98.5% | -2.6% | +101.1% | +95.2% |
| 1Y | +234.1% | -8.7% | +242.8% | +232.8% |
| 3Y | +289.0% | -7.4% | +296.4% | +261.7% |
| 5Y | +228.2% | -5.7% | +233.8% | +208.2% |
| All | +228.2% | -5.7% | +233.9% | +208.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling