+12.1%
CMG vs ALM
+10.4%
+1.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.5% | +2.5% | -3.7% |
| 7D | -0.6% | -4.0% | +3.4% | -0.5% |
| 30D | +15.9% | -30.5% | +46.4% | +17.6% |
| 3M | +7.8% | -46.9% | +54.7% | +10.6% |
| 6M | +7.7% | -65.5% | +73.2% | +11.9% |
| YTD | -4.9% | -13.4% | +8.4% | -5.9% |
| All | +12.1% | +10.4% | +1.7% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling