-1.1%
CMG vs ALB
-62.1%
+61.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.2% | +4.7% | +1.2% |
| 7D | +8.0% | +5.3% | +2.7% | +7.1% |
| 30D | +13.7% | -6.3% | +20.0% | +14.7% |
| 3M | +11.8% | -27.4% | +39.2% | +17.3% |
| 6M | +10.6% | -53.1% | +63.6% | +23.7% |
| YTD | -2.9% | -32.3% | +29.4% | +0.9% |
| 1Y | +17.8% | -7.3% | +25.1% | +16.0% |
| 3Y | -15.3% | -14.9% | -0.4% | -21.6% |
| All | -1.1% | -62.1% | +61.0% | +7.3% |
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 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