-70.5%
CBRS vs CMG
+8.9%
-79.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +5.8% | -11.9% | -6.3% |
| 7D | -18.4% | +22.5% | -40.9% | -19.8% |
| 30D | -49.4% | +14.1% | -63.5% | -49.7% |
| 3M | -59.6% | +4.1% | -63.6% | -60.0% |
| All | -70.5% | +8.9% | -79.4% | -70.1% |
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