-5.2%
CMG vs ALL
+115.1%
-120.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +16.4% |
| 6M | +2.1% | +23.2% | -21.2% | -2.5% |
| YTD | -2.6% | +23.6% | -26.2% | -7.2% |
| 1Y | -8.7% | +29.2% | -37.9% | -13.9% |
| 3Y | -7.4% | +153.8% | -161.2% | -23.4% |
| All | -5.2% | +115.1% | -120.3% | -19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling