-7.1%
CMG vs BMY
+20.6%
-27.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -2.1% | -4.8% | +2.7% | -2.2% |
| 30D | +10.9% | -0.1% | +11.0% | +10.9% |
| 3M | +15.8% | +13.1% | +2.7% | +16.7% |
| 6M | +6.9% | +8.4% | -1.5% | +7.3% |
| YTD | -2.2% | +22.0% | -24.1% | -0.4% |
| 1Y | -7.1% | +40.3% | -47.4% | -2.6% |
| 3Y | -7.1% | +20.5% | -27.6% | +2.9% |
| All | -7.1% | +20.6% | -27.8% | +2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling