+291.5%
C vs CMG
+326.7%
-35.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +0.3% | -3.8% | +4.1% | +1.3% |
| 30D | +2.0% | +12.9% | -10.9% | -1.4% |
| 3M | +4.4% | +18.8% | -14.4% | -1.5% |
| 6M | +28.3% | +4.1% | +24.3% | +25.3% |
| YTD | +20.5% | -2.4% | +22.8% | +19.7% |
| 1Y | +45.5% | -6.7% | +52.2% | +45.0% |
| 3Y | +274.0% | -7.1% | +281.2% | +264.7% |
| 5Y | +136.1% | -5.0% | +141.1% | +122.2% |
| All | +291.5% | +326.7% | -35.2% | +143.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling