-6.7%
CMG vs ALM
+279.2%
-285.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -9.6% | +9.9% | +0.8% |
| 7D | -3.8% | -7.1% | +3.3% | -3.5% |
| 30D | +12.9% | +24.7% | -11.8% | +11.4% |
| 3M | +18.8% | +8.3% | +10.5% | +17.4% |
| 6M | +4.1% | -22.2% | +26.2% | +3.8% |
| YTD | -2.4% | +88.1% | -90.4% | -8.5% |
| 1Y | -6.7% | +272.4% | -279.0% | -13.6% |
| All | -6.7% | +279.2% | -285.8% | -13.6% |
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