-5.0%
CMG vs BAX
-67.5%
+62.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.5% |
| 7D | -3.8% | -5.4% | +1.6% | -2.3% |
| 30D | +12.9% | -12.4% | +25.3% | +17.2% |
| 3M | +18.8% | +19.1% | -0.3% | +12.7% |
| 6M | +4.1% | +38.6% | -34.6% | -5.8% |
| YTD | -2.4% | +26.7% | -29.1% | -9.9% |
| 1Y | -6.7% | +1.0% | -7.7% | -8.5% |
| 3Y | -7.1% | -33.9% | +26.8% | -2.9% |
| 5Y | -5.0% | -67.0% | +62.1% | +17.4% |
| All | -5.0% | -67.5% | +62.5% | +17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling