+360.5%
BE vs CMG
-11.4%
+371.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.6% | +9.0% | +7.9% |
| 7D | +20.0% | -2.8% | +22.8% | +20.9% |
| 30D | +7.9% | +7.1% | +0.8% | +4.9% |
| 3M | -13.2% | +31.2% | -44.4% | -20.3% |
| 6M | +53.5% | +0.7% | +52.8% | +54.5% |
| YTD | +191.0% | -0.1% | +191.1% | +194.6% |
| 1Y | +360.5% | -10.7% | +371.3% | +392.5% |
| All | +360.5% | -11.4% | +371.9% | +392.5% |
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 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