-3.2%
CMG vs BIL
+19.4%
-22.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.5% | +0.1% | -1.5% | -1.4% |
| 30D | +12.7% | +0.3% | +12.4% | +13.2% |
| 3M | +26.3% | +0.9% | +25.4% | +28.2% |
| 6M | +4.5% | +1.8% | +2.7% | +9.0% |
| YTD | -0.1% | +2.5% | -2.6% | +5.9% |
| 1Y | -6.8% | +3.7% | -10.5% | +3.7% |
| 3Y | -5.0% | +14.1% | -19.1% | +47.1% |
| All | -3.2% | +19.4% | -22.7% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 5y: compounded portfolio wealth divided by compounded BIL 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…
5y analysis · Full analysis span regression · 6 months rolling