+1,536.9%
TER vs CMG
+3,971.1%
-2,434.2%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.0% | +6.3% | +7.6% |
| 7D | +5.9% | +4.1% | +1.8% | +4.4% |
| 30D | -30.8% | +20.5% | -51.3% | -35.9% |
| 3M | -29.9% | +14.5% | -44.4% | -34.6% |
| 6M | -27.5% | +14.8% | -42.2% | -33.8% |
| YTD | +37.5% | -1.0% | +38.4% | +32.6% |
| 1Y | +50.3% | +22.9% | +27.3% | +32.7% |
| 3Y | +204.9% | -13.6% | +218.5% | +200.7% |
| 5Y | +89.2% | +0.9% | +88.3% | +73.2% |
| 10Y | +1,077.0% | +361.4% | +715.6% | +490.3% |
| All | +1,536.9% | +3,971.1% | -2,434.2% | +209.8% |
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