+321.2%
CMG vs B
+209.1%
+112.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.5% |
| 7D | -3.8% | -5.0% | +1.2% | -3.3% |
| 30D | +12.9% | +8.7% | +4.2% | +11.9% |
| 3M | +18.8% | +17.3% | +1.5% | +16.6% |
| 6M | +4.1% | -5.0% | +9.1% | +4.0% |
| YTD | -2.4% | +1.4% | -3.8% | -3.4% |
| 1Y | -6.7% | +50.5% | -57.2% | -11.8% |
| 3Y | -7.1% | +194.4% | -201.5% | -19.7% |
| 5Y | -5.0% | +156.7% | -161.7% | -17.9% |
| All | +321.2% | +209.1% | +112.1% | +269.0% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded B 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling