-7.1%
CMG vs BLK
-0.2%
-6.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.4% |
| 7D | -2.1% | -3.3% | +1.2% | -0.9% |
| 30D | +10.9% | -6.5% | +17.4% | +13.5% |
| 3M | +15.8% | +6.7% | +9.1% | +12.3% |
| 6M | +6.9% | +14.7% | -7.8% | -0.5% |
| YTD | -2.2% | +2.5% | -4.7% | -4.9% |
| 1Y | -7.1% | -2.8% | -4.3% | -8.9% |
| All | -7.1% | -0.2% | -6.9% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 1y: compounded portfolio wealth divided by compounded BLK 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…
1y analysis · Full analysis span regression · 6 months rolling