-6.7%
CMG vs ALB
+68.9%
-75.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +0.6% |
| 7D | -3.8% | -7.6% | +3.8% | -2.9% |
| 30D | +12.9% | -5.6% | +18.5% | +13.7% |
| 3M | +18.8% | -16.8% | +35.6% | +20.8% |
| 6M | +4.1% | -26.3% | +30.4% | +5.8% |
| YTD | -2.4% | -13.2% | +10.9% | -3.9% |
| 1Y | -6.7% | +68.8% | -75.5% | -15.7% |
| All | -6.7% | +68.9% | -75.5% | -15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling