+3,909.1%
CMG vs A
+749.9%
+3,159.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +2.5% | -0.5% | +2.9% | +2.7% |
| 30D | +15.6% | 0.0% | +15.6% | +15.4% |
| 3M | +8.2% | +16.7% | -8.5% | +0.9% |
| 6M | +9.9% | +54.8% | -45.0% | -9.7% |
| YTD | -4.6% | +28.8% | -33.5% | -15.7% |
| 1Y | +12.4% | +19.3% | -6.9% | +2.5% |
| 3Y | -18.0% | +65.5% | -83.5% | -37.0% |
| 5Y | -5.3% | +12.1% | -17.4% | -15.8% |
| 10Y | +344.2% | +305.4% | +38.9% | +122.1% |
| All | +3,909.1% | +749.9% | +3,159.2% | +1,119.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling