-14.7%
CMG vs B
+196.2%
-210.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.2% | -0.4% | +3.4% |
| 7D | +8.6% | +11.3% | -2.7% | +7.6% |
| 30D | +13.1% | +2.9% | +10.2% | +12.7% |
| 3M | +9.0% | -2.9% | +11.9% | +9.0% |
| 6M | +10.0% | -1.2% | +11.2% | +9.3% |
| YTD | -3.4% | -1.3% | -2.1% | -4.3% |
| 1Y | +16.8% | +30.4% | -13.6% | +13.6% |
| 3Y | -14.7% | +195.3% | -210.0% | -23.1% |
| All | -14.7% | +196.2% | -210.9% | -23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling