+321.2%
CMG vs ALB
+84.6%
+236.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +0.8% |
| 7D | -3.8% | -7.6% | +3.8% | -2.6% |
| 30D | +12.9% | -5.6% | +18.5% | +14.0% |
| 3M | +18.8% | -16.8% | +35.6% | +22.0% |
| 6M | +4.1% | -26.3% | +30.4% | +8.0% |
| YTD | -2.4% | -13.2% | +10.9% | -2.0% |
| 1Y | -6.7% | +68.8% | -75.5% | -17.1% |
| 3Y | -7.1% | -30.7% | +23.5% | -8.5% |
| 5Y | -5.0% | -46.3% | +41.3% | -4.3% |
| All | +321.2% | +84.6% | +236.6% | +229.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ALB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling