+532.2%
BE vs CMG
-5.7%
+537.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.3% | -5.2% | -5.0% |
| 7D | +10.8% | +2.5% | +8.4% | +10.0% |
| 30D | -19.8% | +15.6% | -35.4% | -24.8% |
| 3M | -18.7% | +8.2% | -26.9% | -22.9% |
| 6M | -33.7% | +9.9% | -43.6% | -38.3% |
| YTD | +121.0% | -4.6% | +125.6% | +119.3% |
| 1Y | +85.4% | +12.4% | +73.0% | +69.4% |
| 3Y | +1,709.5% | -18.0% | +1,727.5% | +1,501.6% |
| All | +532.2% | -5.7% | +537.8% | +377.8% |
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