-7.1%
CMG vs BR
-5.3%
-1.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -2.1% | -3.0% | +0.9% | -1.4% |
| 30D | +10.9% | -0.3% | +11.2% | +11.0% |
| 3M | +15.8% | +17.3% | -1.5% | +10.1% |
| 6M | +6.9% | -6.7% | +13.6% | +9.3% |
| YTD | -2.2% | -23.4% | +21.3% | +7.0% |
| 1Y | -7.1% | -32.7% | +25.6% | +6.9% |
| 3Y | -7.1% | -5.9% | -1.2% | -6.8% |
| All | -7.1% | -5.3% | -1.8% | -6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling