+26.0%
C vs CMG
+12.0%
+14.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.8% | -4.2% | +0.8% |
| 7D | +1.1% | +22.5% | -21.5% | -2.1% |
| 30D | -2.4% | +14.1% | -16.5% | -4.5% |
| 3M | -8.4% | +4.1% | -12.4% | -9.2% |
| 6M | +0.3% | +10.1% | -9.7% | -3.5% |
| YTD | +9.1% | -4.9% | +14.0% | +11.6% |
| 1Y | +26.0% | +10.9% | +15.1% | +23.3% |
| All | +26.0% | +12.0% | +14.1% | +23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling