+3,896.6%
CMG vs ALL
+759.3%
+3,137.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.7% | -5.7% | -4.6% |
| 7D | -0.6% | 0.0% | -0.6% | -0.7% |
| 30D | +15.9% | +12.8% | +3.1% | +11.2% |
| 3M | +7.8% | +4.7% | +3.1% | +5.9% |
| 6M | +7.7% | +24.9% | -17.3% | -0.9% |
| YTD | -4.9% | +30.0% | -34.9% | -14.0% |
| 1Y | +12.3% | +29.9% | -17.6% | +1.6% |
| 3Y | -17.1% | +117.5% | -134.6% | -38.5% |
| 5Y | -5.6% | +161.7% | -167.3% | -36.3% |
| 10Y | +342.9% | +377.1% | -34.2% | +134.3% |
| All | +3,896.6% | +759.3% | +3,137.3% | +1,574.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling