-5.2%
CMG vs A
-15.6%
+10.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.0% |
| 7D | -6.5% | -4.4% | -2.1% | -5.0% |
| 30D | +12.1% | -2.7% | +14.8% | +13.0% |
| 3M | +20.6% | +7.0% | +13.5% | +17.2% |
| 6M | +2.1% | +24.6% | -22.5% | -7.0% |
| YTD | -2.6% | +7.0% | -9.6% | -6.1% |
| 1Y | -8.7% | +15.6% | -24.3% | -14.8% |
| 3Y | -7.4% | +29.9% | -37.3% | -22.0% |
| All | -5.2% | -15.6% | +10.4% | +0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling