+2,098.9%
TER vs CMG
+4,006.7%
-1,907.7%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.6% | +7.1% | +6.1% |
| 7D | +0.6% | -2.8% | +3.4% | +1.7% |
| 30D | -8.3% | +7.1% | -15.4% | -10.9% |
| 3M | -12.2% | +31.2% | -43.4% | -22.5% |
| 6M | +17.1% | +0.7% | +16.4% | +14.1% |
| YTD | +84.7% | -0.1% | +84.8% | +80.1% |
| 1Y | +199.9% | -10.7% | +210.7% | +201.1% |
| 3Y | +232.8% | -4.7% | +237.4% | +220.0% |
| 5Y | +198.6% | -3.8% | +202.3% | +182.4% |
| 10Y | +1,669.7% | +352.5% | +1,317.3% | +801.7% |
| All | +2,098.9% | +4,006.7% | -1,907.7% | +320.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling