-10.7%
CMG vs BMY
+47.1%
-57.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.2% | -1.5% |
| 7D | -2.8% | +0.4% | -3.2% | -2.8% |
| 30D | +7.1% | +5.0% | +2.1% | +7.0% |
| 3M | +31.2% | +19.4% | +11.8% | +30.8% |
| 6M | +0.7% | +9.5% | -8.9% | -1.1% |
| YTD | -0.1% | +28.1% | -28.2% | +3.2% |
| 1Y | -10.7% | +50.0% | -60.7% | +9.8% |
| All | -10.7% | +47.1% | -57.9% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 BMY 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