+320.0%
CMG vs ALB
+90.4%
+229.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.3% | -2.0% |
| 7D | -6.5% | -8.6% | +2.1% | -5.1% |
| 30D | +12.1% | -4.0% | +16.1% | +12.8% |
| 3M | +20.6% | -17.4% | +38.0% | +24.0% |
| 6M | +2.1% | -25.4% | +27.5% | +5.8% |
| YTD | -2.6% | -10.5% | +7.9% | -2.8% |
| 1Y | -8.7% | +75.8% | -84.5% | -19.5% |
| 3Y | -7.4% | -28.5% | +21.1% | -9.2% |
| 5Y | -5.7% | -45.1% | +39.4% | -5.3% |
| All | +320.0% | +90.4% | +229.7% | +226.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling