+1,709.5%
BE vs CMG
-16.8%
+1,726.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.3% | -5.2% | -5.0% |
| 7D | +10.8% | +2.5% | +8.4% | +10.6% |
| 30D | -19.8% | +15.6% | -35.4% | -21.4% |
| 3M | -18.7% | +8.2% | -26.9% | -20.2% |
| 6M | -33.7% | +9.9% | -43.6% | -34.9% |
| YTD | +121.0% | -4.6% | +125.6% | +122.4% |
| 1Y | +85.4% | +12.4% | +73.0% | +83.3% |
| 3Y | +1,709.5% | -18.0% | +1,727.5% | +1,860.4% |
| All | +1,709.5% | -16.8% | +1,726.4% | +1,860.4% |
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 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