+4,100.0%
CMG vs CB
+873.1%
+3,226.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -0.9% |
| 7D | -2.8% | +0.5% | -3.3% | -3.0% |
| 30D | +7.1% | -3.1% | +10.2% | +8.4% |
| 3M | +31.2% | +9.0% | +22.2% | +26.4% |
| 6M | +0.7% | +2.9% | -2.2% | -0.8% |
| YTD | -0.1% | +10.1% | -10.2% | -4.4% |
| 1Y | -10.7% | +22.8% | -33.5% | -18.3% |
| 3Y | -4.7% | +73.8% | -78.5% | -24.9% |
| 5Y | -3.8% | +99.2% | -102.9% | -29.3% |
| 10Y | +352.5% | +218.2% | +134.3% | +157.0% |
| All | +4,100.0% | +873.1% | +3,226.9% | +1,228.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling