+72.3%
TLT vs CMG
+3,807.8%
-3,735.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.5% | -1.6% |
| 7D | -2.7% | -0.6% | -2.0% | -2.7% |
| 30D | +2.2% | +15.9% | -13.7% | +2.6% |
| 3M | -1.7% | +7.8% | -9.5% | -1.5% |
| 6M | -4.0% | +7.7% | -11.6% | -3.6% |
| YTD | -4.9% | -4.9% | 0.0% | -4.9% |
| 1Y | -7.4% | +12.3% | -19.7% | -6.8% |
| 3Y | +3.0% | -17.1% | +20.1% | +3.1% |
| 5Y | -35.1% | -5.6% | -29.5% | -34.5% |
| 10Y | -12.7% | +342.9% | -355.6% | -3.6% |
| All | +72.3% | +3,807.8% | -3,735.5% | +110.5% |
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