+325.9%
CMG vs BN
+290.8%
+35.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +1.0% |
| 7D | +2.5% | -1.0% | +3.5% | +2.9% |
| 30D | +15.6% | +14.0% | +1.6% | +9.5% |
| 3M | +8.2% | -9.0% | +17.2% | +12.2% |
| 6M | +9.9% | -8.8% | +18.7% | +13.3% |
| YTD | -4.6% | -10.3% | +5.6% | -1.4% |
| 1Y | +12.4% | -5.8% | +18.2% | +13.9% |
| 3Y | -18.0% | +94.8% | -112.7% | -40.4% |
| 5Y | -5.3% | +31.5% | -36.8% | -20.0% |
| All | +325.9% | +290.8% | +35.1% | +159.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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