-20.7%
TLT vs CMG
+327.5%
-348.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -1.6% | -2.1% | +0.4% | -1.6% |
| 30D | -1.1% | +10.9% | -12.0% | -1.2% |
| 3M | -4.9% | +15.8% | -20.7% | -5.0% |
| 6M | -5.0% | +6.9% | -12.0% | -5.1% |
| YTD | -4.4% | -2.2% | -2.2% | -4.4% |
| 1Y | -6.4% | -7.1% | +0.7% | -6.4% |
| 3Y | -2.0% | -7.1% | +5.1% | -2.1% |
| 5Y | -35.0% | -4.8% | -30.2% | -35.2% |
| All | -20.7% | +327.5% | -348.2% | -20.2% |
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 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