+1,683.3%
BE vs CMG
-7.8%
+1,691.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.5% | -0.3% | -2.4% |
| 7D | +23.9% | -6.5% | +30.4% | +25.3% |
| 30D | +27.8% | +12.1% | +15.7% | +24.9% |
| 3M | +3.7% | +20.6% | -16.9% | +0.9% |
| 6M | +78.0% | +2.1% | +75.9% | +76.7% |
| YTD | +209.9% | -2.6% | +212.5% | +210.7% |
| 1Y | +389.6% | -8.7% | +398.3% | +392.6% |
| All | +1,683.3% | -7.8% | +1,691.1% | +1,659.1% |
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