-7.1%
CMG vs BKR
+68.5%
-75.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -2.1% | -7.0% | +4.9% | -1.4% |
| 30D | +10.9% | -8.1% | +19.0% | +11.8% |
| 3M | +15.8% | -6.6% | +22.5% | +16.6% |
| 6M | +6.9% | +0.9% | +6.1% | +6.0% |
| YTD | -2.2% | +31.1% | -33.3% | -6.9% |
| 1Y | -7.1% | +27.7% | -34.8% | -11.4% |
| 3Y | -7.1% | +71.2% | -78.3% | -15.5% |
| All | -7.1% | +68.5% | -75.6% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 3y: compounded portfolio wealth divided by compounded BKR 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…
3y analysis · Full analysis span regression · 6 months rolling