-8.7%
CMG vs CB
+22.9%
-31.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | -6.5% | -0.5% | -5.9% | -6.4% |
| 30D | +12.1% | -3.1% | +15.2% | +12.8% |
| 3M | +20.6% | +4.2% | +16.4% | +18.2% |
| 6M | +2.1% | +4.7% | -2.6% | -0.2% |
| YTD | -2.6% | +8.8% | -11.4% | -5.9% |
| 1Y | -8.7% | +22.6% | -31.3% | -13.1% |
| All | -8.7% | +22.9% | -31.6% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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