-32.5%
CBRS vs CMG
+14.3%
-46.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -1.6% | +11.9% | +10.7% |
| 7D | +17.3% | -2.8% | +20.1% | +18.2% |
| 30D | -2.0% | +7.1% | -9.1% | -4.6% |
| 3M | -2.5% | +31.2% | -33.6% | -1.7% |
| All | -32.5% | +14.3% | -46.8% | -33.4% |
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 · Available span rolling