+322.0%
CMG vs BBY
+252.7%
+69.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | -0.7% |
| 7D | -2.1% | +0.6% | -2.6% | -2.2% |
| 30D | +10.9% | +9.4% | +1.5% | +8.0% |
| 3M | +15.8% | +19.3% | -3.5% | +9.7% |
| 6M | +6.9% | +47.9% | -41.0% | -5.3% |
| YTD | -2.2% | +39.6% | -41.7% | -12.2% |
| 1Y | -7.1% | +22.2% | -29.3% | -13.6% |
| 3Y | -7.1% | +45.0% | -52.1% | -21.2% |
| 5Y | -4.8% | +2.6% | -7.4% | -13.2% |
| All | +322.0% | +252.7% | +69.3% | +180.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 10y: compounded portfolio wealth divided by compounded BBY 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…
10y analysis · Full analysis span regression · 6 months rolling