+4,063.6%
CMG vs B
+84.2%
+3,979.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.1% |
| 7D | +4.1% | -2.7% | +6.8% | +4.3% |
| 30D | +20.5% | -4.3% | +24.9% | +20.8% |
| 3M | +14.5% | -2.3% | +16.8% | +14.5% |
| 6M | +14.8% | -16.2% | +31.0% | +15.9% |
| YTD | -1.0% | -8.8% | +7.9% | -1.0% |
| 1Y | +22.9% | +11.4% | +11.6% | +20.9% |
| 3Y | -13.6% | +174.3% | -187.9% | -21.7% |
| 5Y | +0.9% | +116.2% | -115.3% | -7.6% |
| 10Y | +361.4% | +222.7% | +138.6% | +307.9% |
| All | +4,063.6% | +84.2% | +3,979.4% | +3,004.4% |
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