+4,013.6%
CMG vs BLK
+1,263.5%
+2,750.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.5% |
| 7D | -2.1% | -3.3% | +1.2% | -0.6% |
| 30D | +10.9% | -6.5% | +17.4% | +14.2% |
| 3M | +15.8% | +6.7% | +9.1% | +11.7% |
| 6M | +6.9% | +14.7% | -7.8% | -0.4% |
| YTD | -2.2% | +2.5% | -4.7% | -4.4% |
| 1Y | -7.1% | -2.8% | -4.3% | -7.1% |
| 3Y | -7.1% | +65.9% | -73.0% | -28.2% |
| 5Y | -4.8% | +33.0% | -37.8% | -19.9% |
| 10Y | +324.3% | +281.2% | +43.1% | +113.2% |
| All | +4,013.6% | +1,263.5% | +2,750.1% | +904.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling