+3,961.4%
CMG vs B
+99.4%
+3,862.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.2% | -0.4% | +3.5% |
| 7D | +8.6% | +11.3% | -2.7% | +7.7% |
| 30D | +13.1% | +2.9% | +10.2% | +12.8% |
| 3M | +9.0% | -2.9% | +11.9% | +9.1% |
| 6M | +10.0% | -1.2% | +11.2% | +9.6% |
| YTD | -3.4% | -1.3% | -2.1% | -4.0% |
| 1Y | +16.8% | +30.4% | -13.6% | +13.6% |
| 3Y | -14.7% | +195.3% | -210.0% | -23.1% |
| 5Y | -1.5% | +146.2% | -147.8% | -10.7% |
| 10Y | +383.6% | +200.5% | +183.1% | +328.6% |
| All | +3,961.4% | +99.4% | +3,862.0% | +2,910.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling