+691.4%
CMG vs BAH
+878.1%
-186.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | -6.5% | -1.3% | -5.1% | -6.2% |
| 30D | +12.1% | -6.6% | +18.7% | +13.5% |
| 3M | +20.6% | -7.2% | +27.7% | +21.6% |
| 6M | +2.1% | -10.0% | +12.1% | +3.2% |
| YTD | -2.6% | -12.5% | +9.8% | -1.3% |
| 1Y | -8.7% | -27.9% | +19.2% | -4.1% |
| 3Y | -7.4% | -31.4% | +24.0% | -4.4% |
| 5Y | -5.7% | -3.2% | -2.4% | -11.4% |
| 10Y | +322.3% | +191.5% | +130.9% | +207.4% |
| All | +691.4% | +878.1% | -186.7% | +323.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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