+4,013.6%
CMG vs BNY
+671.3%
+3,342.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.1% | -1.3% | -0.7% | -1.6% |
| 30D | +10.9% | -0.2% | +11.1% | +10.9% |
| 3M | +15.8% | +14.9% | +0.9% | +10.4% |
| 6M | +6.9% | +40.0% | -33.0% | -4.5% |
| YTD | -2.2% | +42.0% | -44.1% | -13.0% |
| 1Y | -7.1% | +56.9% | -63.9% | -20.1% |
| 3Y | -7.1% | +289.9% | -297.0% | -40.8% |
| 5Y | -4.8% | +259.2% | -264.0% | -38.6% |
| 10Y | +324.3% | +413.3% | -88.9% | +131.5% |
| All | +4,013.6% | +671.3% | +3,342.4% | +1,635.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling