+3,909.1%
CMG vs ALL
+762.3%
+3,146.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.2% |
| 7D | +2.5% | +5.0% | -2.6% | +0.7% |
| 30D | +15.6% | +13.3% | +2.3% | +10.7% |
| 3M | +8.2% | +3.2% | +5.0% | +6.9% |
| 6M | +9.9% | +25.3% | -15.5% | +1.0% |
| YTD | -4.6% | +30.5% | -35.1% | -13.9% |
| 1Y | +12.4% | +29.2% | -16.8% | +1.9% |
| 3Y | -18.0% | +119.1% | -137.1% | -39.3% |
| 5Y | -5.3% | +162.6% | -167.9% | -36.2% |
| 10Y | +344.2% | +378.8% | -34.5% | +134.8% |
| All | +3,909.1% | +762.3% | +3,146.8% | +1,577.5% |
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