+911.5%
BE vs CMG
+314.3%
+597.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.6% | +9.0% | +8.5% |
| 7D | +20.0% | -2.8% | +22.8% | +22.0% |
| 30D | +7.9% | +7.1% | +0.8% | +2.1% |
| 3M | -13.2% | +31.2% | -44.4% | -30.4% |
| 6M | +53.5% | +0.7% | +52.8% | +46.8% |
| YTD | +191.0% | -0.1% | +191.1% | +179.3% |
| 1Y | +360.5% | -10.7% | +371.3% | +367.2% |
| 3Y | +1,568.0% | -4.7% | +1,572.7% | +1,203.0% |
| 5Y | +1,055.2% | -3.8% | +1,058.9% | +763.8% |
| All | +911.5% | +314.3% | +597.1% | +79.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling