+4,005.7%
CMG vs BDX
+424.1%
+3,581.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +1.0% |
| 7D | -3.8% | -5.4% | +1.6% | -1.8% |
| 30D | +12.9% | -2.2% | +15.1% | +13.9% |
| 3M | +18.8% | +20.1% | -1.3% | +10.3% |
| 6M | +4.1% | +9.1% | -5.0% | +0.2% |
| YTD | -2.4% | +17.9% | -20.2% | -9.1% |
| 1Y | -6.7% | +22.1% | -28.7% | -14.3% |
| 3Y | -7.1% | -10.5% | +3.4% | -6.1% |
| 5Y | -5.0% | -2.6% | -2.4% | -9.0% |
| 10Y | +323.5% | +57.5% | +266.0% | +193.7% |
| All | +4,005.7% | +424.1% | +3,581.6% | +1,281.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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