-3.0%
CMG vs B
+154.3%
-157.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.1% |
| 7D | -1.5% | +2.3% | -3.8% | -1.7% |
| 30D | +12.7% | +1.4% | +11.4% | +12.5% |
| 3M | +26.3% | +12.2% | +14.1% | +24.7% |
| 6M | +4.5% | -2.1% | +6.6% | +4.1% |
| YTD | -0.1% | +2.9% | -3.0% | -1.2% |
| 1Y | -6.8% | +55.3% | -62.1% | -11.5% |
| 3Y | -5.0% | +198.7% | -203.7% | -16.9% |
| 5Y | -3.0% | +153.8% | -156.8% | -18.8% |
| All | -3.0% | +154.3% | -157.3% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling