+402.6%
CMG vs ALM
+7,705.7%
-7,303.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.6% |
| 7D | -2.8% | -2.6% | -0.2% | -2.8% |
| 30D | +7.1% | +32.0% | -24.9% | +7.0% |
| 3M | +31.2% | -15.0% | +46.2% | +31.2% |
| 6M | +0.7% | -10.1% | +10.8% | +0.6% |
| YTD | -0.1% | +99.4% | -99.5% | -0.4% |
| 1Y | -10.7% | +316.4% | -327.1% | -11.2% |
| 3Y | -4.7% | +2,022.0% | -2,026.7% | -5.7% |
| 5Y | -3.8% | +941.2% | -944.9% | -4.7% |
| 10Y | +352.5% | +2,950.3% | -2,597.9% | +346.3% |
| All | +402.6% | +7,705.7% | -7,303.1% | +390.2% |
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