-10.7%
CMG vs BR
-29.1%
+18.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.7% | -1.4% |
| 7D | -2.8% | -5.3% | +2.5% | -2.5% |
| 30D | +7.1% | +6.4% | +0.7% | +7.0% |
| 3M | +31.2% | +13.6% | +17.5% | +29.2% |
| 6M | +0.7% | -6.7% | +7.4% | +1.8% |
| YTD | -0.1% | -21.1% | +21.0% | +5.0% |
| 1Y | -10.7% | -29.6% | +18.8% | -4.9% |
| All | -10.7% | -29.1% | +18.3% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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