-4.4%
CMG vs ALM
+373.6%
-378.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.5% | +2.5% | -3.9% |
| 7D | -0.6% | -4.0% | +3.4% | -0.6% |
| 30D | +15.9% | -30.5% | +46.4% | +16.7% |
| 3M | +7.8% | -46.9% | +54.7% | +9.1% |
| 6M | +7.7% | -65.5% | +73.2% | +9.6% |
| YTD | -4.9% | -13.4% | +8.4% | -5.1% |
| 1Y | +12.3% | +9.8% | +2.5% | +11.7% |
| 3Y | -17.1% | +783.1% | -800.2% | -20.3% |
| All | -4.4% | +373.6% | -378.0% | -8.7% |
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