+1,986.9%
CMG vs BIL
+30.8%
+1,956.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +8.0% | +0.1% | +7.9% | +8.2% |
| 30D | +13.7% | 0.0% | +13.7% | +13.6% |
| 3M | +11.8% | +0.6% | +11.2% | +13.5% |
| 6M | +10.6% | +1.5% | +9.0% | +15.1% |
| YTD | -2.9% | +2.8% | -5.7% | +4.5% |
| 1Y | +17.8% | +3.3% | +14.5% | +28.7% |
| 3Y | -15.3% | +13.4% | -28.7% | +18.4% |
| 5Y | -0.9% | +19.8% | -20.7% | +59.5% |
| 10Y | +358.4% | +25.7% | +332.7% | +719.0% |
| All | +1,986.9% | +30.8% | +1,956.1% | +4,255.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling