-4.4%
CMG vs CB
+101.1%
-105.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -1.0% | -2.2% |
| 7D | +8.0% | +0.2% | +7.7% | +7.9% |
| 30D | +11.9% | +9.1% | +2.8% | +9.2% |
| 3M | +2.1% | +3.4% | -1.3% | +1.1% |
| 6M | +5.2% | +14.1% | -8.9% | +0.8% |
| YTD | -6.9% | +18.0% | -25.0% | -11.9% |
| 1Y | +12.7% | +30.1% | -17.5% | +3.5% |
| 3Y | -16.8% | +71.8% | -88.6% | -30.6% |
| All | -4.4% | +101.1% | -105.5% | -26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling