+379.8%
CMG vs ALM
+3,551.9%
-3,172.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.7% | -7.4% | +0.3% |
| 7D | +2.5% | +1.2% | +1.2% | +2.5% |
| 30D | +15.6% | -19.3% | +34.9% | +15.7% |
| 3M | +8.2% | -40.6% | +48.8% | +8.3% |
| 6M | +9.9% | -57.9% | +67.8% | +10.1% |
| YTD | -4.6% | -6.7% | +2.0% | -4.7% |
| 1Y | +12.4% | +20.2% | -7.7% | +12.3% |
| 3Y | -18.0% | +879.4% | -897.4% | -18.7% |
| 5Y | -5.3% | +415.3% | -420.6% | -6.1% |
| 10Y | +344.2% | +2,100.8% | -1,756.6% | +339.0% |
| All | +379.8% | +3,551.9% | -3,172.1% | +368.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling