-7.6%
CMG vs ALL
+151.8%
-159.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.6% | -2.5% |
| 7D | -6.5% | -2.2% | -4.2% | -6.1% |
| 30D | +12.1% | -5.6% | +17.7% | +13.3% |
| 3M | +20.6% | +17.2% | +3.3% | +16.0% |
| 6M | +2.1% | +23.2% | -21.2% | -2.8% |
| YTD | -2.6% | +23.6% | -26.2% | -7.5% |
| 1Y | -8.7% | +29.2% | -37.9% | -14.2% |
| All | -7.6% | +151.8% | -159.4% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 3y: compounded portfolio wealth divided by compounded ALL 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…
3y analysis · Full analysis span regression · 6 months rolling