-6.7%
CMG vs B
+51.2%
-57.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.5% |
| 7D | -3.8% | -5.0% | +1.2% | -3.5% |
| 30D | +12.9% | +8.7% | +4.2% | +12.3% |
| 3M | +18.8% | +17.3% | +1.5% | +17.5% |
| 6M | +4.1% | -5.0% | +9.1% | +3.4% |
| YTD | -2.4% | +1.4% | -3.8% | -3.2% |
| 1Y | -6.7% | +50.5% | -57.2% | -6.7% |
| All | -6.7% | +51.2% | -57.9% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling