-7.6%
CMG vs BEN
+53.1%
-60.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.1% |
| 7D | -6.5% | +3.4% | -9.8% | -7.3% |
| 30D | +12.1% | +1.8% | +10.3% | +11.6% |
| 3M | +20.6% | +8.4% | +12.2% | +17.7% |
| 6M | +2.1% | +35.6% | -33.5% | -6.9% |
| YTD | -2.6% | +46.4% | -49.0% | -12.7% |
| 1Y | -8.7% | +46.3% | -55.0% | -18.3% |
| All | -7.6% | +53.1% | -60.6% | -21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling