-7.1%
CMG vs BEN
+45.3%
-52.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.1% | -3.1% | +1.1% | -1.0% |
| 30D | +10.9% | +0.2% | +10.7% | +10.8% |
| 3M | +15.8% | +6.8% | +9.0% | +12.0% |
| 6M | +6.9% | +38.1% | -31.2% | -10.6% |
| YTD | -2.2% | +44.3% | -46.5% | -19.2% |
| 1Y | -7.1% | +42.6% | -49.7% | -23.1% |
| All | -7.1% | +45.3% | -52.4% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 1y: compounded portfolio wealth divided by compounded BEN 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…
1y analysis · Full analysis span regression · 6 months rolling