-5.7%
CMG vs ALM
+958.0%
-963.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.6% | -2.4% |
| 7D | -6.5% | +3.6% | -10.1% | -6.5% |
| 30D | +12.1% | +33.8% | -21.7% | +11.3% |
| 3M | +20.6% | +14.8% | +5.8% | +19.9% |
| 6M | +2.1% | -7.0% | +9.1% | +1.6% |
| YTD | -2.6% | +108.1% | -110.7% | -4.6% |
| 1Y | -8.7% | +313.8% | -322.5% | -11.3% |
| 3Y | -7.4% | +2,227.6% | -2,235.0% | -13.4% |
| 5Y | -5.7% | +956.6% | -962.3% | -11.4% |
| All | -5.7% | +958.0% | -963.7% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling