+55.3%
BE vs CMG
+12.0%
+43.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +5.8% | -12.2% | -7.3% |
| 7D | -12.1% | +22.5% | -34.7% | -15.8% |
| 30D | -30.1% | +14.1% | -44.2% | -32.0% |
| 3M | -12.1% | +4.1% | -16.2% | -13.6% |
| 6M | -30.6% | +10.1% | -40.6% | -32.5% |
| YTD | +130.6% | -4.9% | +135.5% | +141.2% |
| 1Y | +55.3% | +10.9% | +44.4% | +48.4% |
| All | +55.3% | +12.0% | +43.3% | +48.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling