+4,013.6%
CMG vs BBY
+233.9%
+3,779.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.8% |
| 3M | +15.8% | +19.3% | -3.5% | +9.3% |
| 6M | +6.9% | +47.9% | -41.0% | -5.9% |
| YTD | -2.2% | +39.6% | -41.7% | -12.7% |
| 1Y | -7.1% | +22.2% | -29.3% | -13.9% |
| 3Y | -7.1% | +45.0% | -52.1% | -21.6% |
| 5Y | -4.8% | +2.6% | -7.4% | -13.2% |
| 10Y | +324.3% | +250.5% | +73.8% | +146.7% |
| All | +4,013.6% | +233.9% | +3,779.8% | +1,942.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling