-0.9%
TLT vs CMG
-7.8%
+6.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.5% |
| 7D | -0.3% | -6.5% | +6.2% | -0.2% |
| 30D | 0.0% | +12.1% | -12.1% | -0.2% |
| 3M | -2.9% | +20.6% | -23.5% | -3.3% |
| 6M | -6.3% | +2.1% | -8.4% | -6.4% |
| YTD | -3.3% | -2.6% | -0.7% | -3.4% |
| 1Y | -4.2% | -8.7% | +4.5% | -4.2% |
| All | -0.9% | -7.8% | +6.8% | -4.9% |
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