+1,264.4%
BE vs CMG
-4.8%
+1,269.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.2% | +6.5% | +6.6% |
| 7D | +9.0% | -2.1% | +11.1% | +10.1% |
| 30D | +16.3% | +10.9% | +5.4% | +10.3% |
| 3M | +10.8% | +15.8% | -5.0% | +2.6% |
| 6M | +73.2% | +6.9% | +66.3% | +64.3% |
| YTD | +217.4% | -2.2% | +219.5% | +214.8% |
| 1Y | +309.8% | -7.1% | +316.9% | +310.9% |
| 3Y | +1,726.2% | -7.1% | +1,733.3% | +1,385.6% |
| All | +1,264.4% | -4.8% | +1,269.2% | +931.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling