-5.7%
CMG vs BP
+141.6%
-147.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.3% | -2.7% |
| 7D | -6.5% | +4.0% | -10.4% | -6.9% |
| 30D | +12.1% | +7.8% | +4.3% | +11.1% |
| 3M | +20.6% | +8.4% | +12.2% | +19.4% |
| 6M | +2.1% | +15.1% | -13.0% | -0.1% |
| YTD | -2.6% | +36.4% | -39.0% | -7.2% |
| 1Y | -8.7% | +40.9% | -49.6% | -13.5% |
| 3Y | -7.4% | +38.8% | -46.2% | -12.9% |
| 5Y | -5.7% | +141.1% | -146.8% | -16.9% |
| All | -5.7% | +141.6% | -147.2% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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