+3,994.3%
CMG vs BG
+232.4%
+3,762.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | -6.5% | +0.5% | -7.0% | -6.6% |
| 30D | +12.1% | +10.3% | +1.8% | +9.5% |
| 3M | +20.6% | -1.9% | +22.5% | +20.4% |
| 6M | +2.1% | +5.2% | -3.2% | -0.3% |
| YTD | -2.6% | +41.2% | -43.8% | -11.6% |
| 1Y | -8.7% | +50.5% | -59.2% | -18.6% |
| 3Y | -7.4% | +19.9% | -27.3% | -14.3% |
| 5Y | -5.7% | +86.7% | -92.4% | -23.9% |
| 10Y | +322.3% | +167.5% | +154.9% | +187.6% |
| All | +3,994.3% | +232.4% | +3,762.0% | +2,060.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling