+44.6%
C vs CMG
-8.9%
+53.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.1% |
| 7D | +2.6% | -6.5% | +9.0% | +3.6% |
| 30D | +1.9% | +12.1% | -10.2% | 0.0% |
| 3M | +2.8% | +20.6% | -17.8% | -1.9% |
| 6M | +30.6% | +2.1% | +28.5% | +29.4% |
| YTD | +19.9% | -2.6% | +22.5% | +20.4% |
| 1Y | +44.6% | -8.7% | +53.3% | +43.6% |
| All | +44.6% | -8.9% | +53.5% | +43.6% |
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