+320.0%
CMG vs B
+217.1%
+102.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.6% |
| 7D | -6.5% | +1.0% | -7.5% | -6.6% |
| 30D | +12.1% | +9.5% | +2.6% | +11.0% |
| 3M | +20.6% | +14.3% | +6.2% | +18.6% |
| 6M | +2.1% | -1.9% | +4.0% | +1.7% |
| YTD | -2.6% | +4.1% | -6.7% | -3.9% |
| 1Y | -8.7% | +56.1% | -64.8% | -14.0% |
| 3Y | -7.4% | +202.0% | -209.4% | -20.1% |
| 5Y | -5.7% | +158.8% | -164.5% | -18.5% |
| All | +320.0% | +217.1% | +102.9% | +267.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling