+4,100.0%
CMG vs A
+616.4%
+3,483.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +1.1% |
| 7D | -1.5% | -2.1% | +0.6% | -0.7% |
| 30D | +12.7% | +0.6% | +12.1% | +12.3% |
| 3M | +26.3% | +10.9% | +15.4% | +20.6% |
| 6M | +4.5% | +28.2% | -23.7% | -6.8% |
| YTD | -0.1% | +8.6% | -8.7% | -4.8% |
| 1Y | -6.8% | +15.5% | -22.3% | -13.8% |
| 3Y | -5.0% | +31.8% | -36.8% | -19.7% |
| 5Y | -3.0% | -14.9% | +11.8% | -3.0% |
| 10Y | +323.6% | +237.8% | +85.7% | +129.2% |
| All | +4,100.0% | +616.4% | +3,483.6% | +1,277.1% |
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