-3.1%
CMG vs BN
+33.2%
-36.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | 0.0% |
| 7D | -2.1% | -5.2% | +3.1% | +0.1% |
| 30D | +10.9% | -14.5% | +25.4% | +18.3% |
| 3M | +15.8% | -15.0% | +30.8% | +23.6% |
| 6M | +6.9% | -5.4% | +12.3% | +8.4% |
| YTD | -2.2% | -16.4% | +14.3% | +4.3% |
| 1Y | -7.1% | -16.2% | +9.2% | -1.2% |
| 3Y | -7.1% | +67.5% | -74.7% | -29.5% |
| All | -3.1% | +33.2% | -36.2% | -16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling