+2,715.2%
CMG vs BR
+1,282.8%
+1,432.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | -3.8% | -6.0% | +2.1% | -1.4% |
| 30D | +12.9% | -0.9% | +13.8% | +13.2% |
| 3M | +18.8% | +16.4% | +2.4% | +10.2% |
| 6M | +4.1% | -8.2% | +12.2% | +6.5% |
| YTD | -2.4% | -23.2% | +20.9% | +7.2% |
| 1Y | -6.7% | -30.9% | +24.3% | +7.2% |
| 3Y | -7.1% | -5.0% | -2.1% | -8.3% |
| 5Y | -5.0% | +8.8% | -13.7% | -12.4% |
| 10Y | +323.5% | +190.1% | +133.4% | +151.1% |
| All | +2,715.2% | +1,282.8% | +1,432.3% | +742.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling