-53.8%
C vs CMG
+4,006.7%
-4,060.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.3% |
| 7D | +3.6% | -2.8% | +6.4% | +4.7% |
| 30D | +0.1% | +7.1% | -7.1% | -2.7% |
| 3M | +2.4% | +31.2% | -28.7% | -9.0% |
| 6M | +24.9% | +0.7% | +24.3% | +22.1% |
| YTD | +19.8% | -0.1% | +19.9% | +17.4% |
| 1Y | +44.9% | -10.7% | +55.6% | +46.0% |
| 3Y | +263.0% | -4.7% | +267.7% | +244.6% |
| 5Y | +129.5% | -3.8% | +133.3% | +108.7% |
| 10Y | +291.6% | +352.5% | -60.9% | +69.1% |
| All | -53.8% | +4,006.7% | -4,060.5% | -93.6% |
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 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