+4,100.0%
CMG vs BN
+1,035.8%
+3,064.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +1.1% |
| 7D | -1.5% | -1.2% | -0.3% | -1.0% |
| 30D | +12.7% | -10.9% | +23.6% | +18.2% |
| 3M | +26.3% | -11.1% | +37.3% | +32.3% |
| 6M | +4.5% | -4.4% | +8.9% | +5.6% |
| YTD | -0.1% | -14.1% | +14.0% | +5.5% |
| 1Y | -6.8% | -11.1% | +4.3% | -3.2% |
| 3Y | -5.0% | +75.6% | -80.5% | -28.9% |
| 5Y | -3.0% | +35.8% | -38.8% | -20.1% |
| 10Y | +323.6% | +261.6% | +62.0% | +114.4% |
| All | +4,100.0% | +1,035.8% | +3,064.2% | +992.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling