-7.1%
CMG vs BAX
-0.4%
-6.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.9% |
| 7D | -2.1% | -7.9% | +5.8% | +1.6% |
| 30D | +10.9% | -11.7% | +22.6% | +17.2% |
| 3M | +15.8% | +16.2% | -0.4% | +7.2% |
| 6M | +6.9% | +32.0% | -25.0% | -7.3% |
| YTD | -2.2% | +24.7% | -26.9% | -17.1% |
| 1Y | -7.1% | -2.6% | -4.5% | -6.4% |
| All | -7.1% | -0.4% | -6.7% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling