-3.2%
CMG vs ALB
-42.2%
+39.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.4% |
| 7D | -1.5% | -4.4% | +2.9% | -0.7% |
| 30D | +12.7% | -1.2% | +13.9% | +12.9% |
| 3M | +26.3% | -13.3% | +39.6% | +28.8% |
| 6M | +4.5% | -19.8% | +24.3% | +6.8% |
| YTD | -0.1% | -7.9% | +7.8% | -0.9% |
| 1Y | -6.8% | +60.2% | -66.9% | -16.7% |
| 3Y | -5.0% | -26.4% | +21.4% | -5.3% |
| All | -3.2% | -42.2% | +39.0% | -3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling