+10.9%
CMG vs BNY
+45.2%
-34.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.3% | +3.5% | +5.1% |
| 7D | +22.5% | +2.8% | +19.7% | +21.5% |
| 30D | +14.1% | +6.7% | +7.4% | +12.0% |
| 3M | +4.1% | -2.2% | +6.3% | +4.5% |
| 6M | +10.1% | +16.8% | -6.7% | +1.1% |
| YTD | -4.9% | +33.9% | -38.7% | -18.7% |
| 1Y | +10.9% | +43.9% | -33.0% | -12.1% |
| All | +10.9% | +45.2% | -34.3% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 1y: compounded portfolio wealth divided by compounded BNY 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…
1y analysis · Full analysis span regression · 6 months rolling