+4,100.0%
CMG vs BAX
+76.5%
+4,023.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +1.3% |
| 7D | -1.5% | -2.4% | +1.0% | -0.7% |
| 30D | +12.7% | -9.7% | +22.4% | +16.6% |
| 3M | +26.3% | +29.3% | -3.0% | +15.4% |
| 6M | +4.5% | +40.7% | -36.2% | -7.7% |
| YTD | -0.1% | +30.3% | -30.4% | -10.2% |
| 1Y | -6.8% | +3.4% | -10.2% | -9.2% |
| 3Y | -5.0% | -32.0% | +27.0% | +2.1% |
| 5Y | -3.0% | -66.9% | +63.8% | +31.5% |
| 10Y | +323.6% | -37.1% | +360.6% | +327.5% |
| All | +4,100.0% | +76.5% | +4,023.5% | +2,815.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling