-7.1%
CMG vs BG
+53.0%
-60.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | 0.0% |
| 7D | -2.1% | +3.1% | -5.2% | -1.7% |
| 30D | +10.9% | +10.2% | +0.7% | +12.3% |
| 3M | +15.8% | -1.7% | +17.5% | +17.6% |
| 6M | +6.9% | +1.0% | +6.0% | +8.2% |
| YTD | -2.2% | +39.9% | -42.1% | -7.7% |
| 1Y | -7.1% | +53.2% | -60.3% | -11.9% |
| All | -7.1% | +53.0% | -60.0% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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