-18.0%
CMG vs ALM
+909.2%
-927.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.7% | -7.4% | +0.1% |
| 7D | +2.5% | +1.2% | +1.2% | +2.4% |
| 30D | +15.6% | -19.3% | +34.9% | +16.1% |
| 3M | +8.2% | -40.6% | +48.8% | +9.4% |
| 6M | +9.9% | -57.9% | +67.8% | +11.4% |
| YTD | -4.6% | -6.7% | +2.0% | -4.8% |
| 1Y | +12.4% | +20.2% | -7.7% | +11.9% |
| 3Y | -18.0% | +879.4% | -897.4% | -16.5% |
| All | -18.0% | +909.2% | -927.2% | -16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling