+3,909.1%
CMG vs ALB
+514.2%
+3,394.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.7% |
| 7D | +2.5% | -5.8% | +8.2% | +3.9% |
| 30D | +15.6% | -4.5% | +20.1% | +16.6% |
| 3M | +8.2% | -28.1% | +36.3% | +16.8% |
| 6M | +9.9% | -53.2% | +63.1% | +30.8% |
| YTD | -4.6% | -33.3% | +28.7% | +1.7% |
| 1Y | +12.4% | -17.4% | +29.9% | +13.3% |
| 3Y | -18.0% | -14.1% | -3.8% | -26.3% |
| 5Y | -5.3% | -64.0% | +58.7% | +4.1% |
| 10Y | +344.2% | +32.8% | +311.4% | +180.7% |
| All | +3,909.1% | +514.2% | +3,394.9% | +1,057.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling