-7.3%
CMG vs BB
+62.2%
-69.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.4% |
| 7D | -3.8% | -2.1% | -1.8% | -3.7% |
| 30D | +12.9% | -16.0% | +28.9% | +14.0% |
| 3M | +18.8% | -14.5% | +33.3% | +19.3% |
| 6M | +4.1% | +118.6% | -114.5% | -4.1% |
| YTD | -2.4% | +98.9% | -101.3% | -9.4% |
| 1Y | -6.7% | +99.5% | -106.1% | -13.6% |
| All | -7.3% | +62.2% | -69.5% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 3y: compounded portfolio wealth divided by compounded BB 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…
3y analysis · Full analysis span regression · 6 months rolling