+322.0%
CMG vs BMY
+63.7%
+258.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -2.1% | -4.8% | +2.7% | -1.5% |
| 30D | +10.9% | -0.1% | +11.0% | +10.9% |
| 3M | +15.8% | +13.1% | +2.7% | +14.0% |
| 6M | +6.9% | +8.4% | -1.5% | +5.8% |
| YTD | -2.2% | +22.0% | -24.1% | -4.6% |
| 1Y | -7.1% | +40.3% | -47.4% | -10.9% |
| 3Y | -7.1% | +20.5% | -27.6% | -9.1% |
| 5Y | -4.8% | +23.7% | -28.5% | -7.9% |
| All | +322.0% | +63.7% | +258.3% | +288.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling