-7.6%
CMG vs A
+29.6%
-37.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.2% |
| 7D | -6.5% | -4.4% | -2.1% | -5.5% |
| 30D | +12.1% | -2.7% | +14.8% | +12.7% |
| 3M | +20.6% | +7.0% | +13.5% | +18.2% |
| 6M | +2.1% | +24.6% | -22.5% | -4.1% |
| YTD | -2.6% | +7.0% | -9.6% | -5.0% |
| 1Y | -8.7% | +15.6% | -24.3% | -12.7% |
| All | -7.6% | +29.6% | -37.1% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 3y: compounded portfolio wealth divided by compounded A 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…
3y analysis · Full analysis span regression · 6 months rolling