+1,943.3%
CMG vs BIL
+31.3%
+1,912.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -0.6% | +0.1% | -0.7% | -0.4% |
| 30D | +15.9% | +0.3% | +15.6% | +16.9% |
| 3M | +7.8% | +0.9% | +6.8% | +10.4% |
| 6M | +7.7% | +1.8% | +5.8% | +13.0% |
| YTD | -4.9% | +3.1% | -8.1% | +3.3% |
| 1Y | +12.3% | +3.7% | +8.6% | +23.8% |
| 3Y | -17.1% | +13.8% | -30.9% | +17.0% |
| 5Y | -5.6% | +20.2% | -25.8% | +53.2% |
| 10Y | +342.9% | +26.1% | +316.7% | +699.5% |
| All | +1,943.3% | +31.3% | +1,912.1% | +4,204.7% |
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