+3,812.5%
CMG vs CB
+943.0%
+2,869.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -1.0% | -2.0% |
| 7D | +8.0% | +0.2% | +7.7% | +7.9% |
| 30D | +11.9% | +9.1% | +2.8% | +8.3% |
| 3M | +2.1% | +3.4% | -1.3% | +0.8% |
| 6M | +5.2% | +14.1% | -8.9% | -0.3% |
| YTD | -6.9% | +18.0% | -25.0% | -13.2% |
| 1Y | +12.7% | +30.1% | -17.5% | +1.1% |
| 3Y | -16.8% | +71.8% | -88.6% | -33.9% |
| 5Y | -4.1% | +101.8% | -105.9% | -29.6% |
| 10Y | +364.7% | +252.1% | +112.6% | +154.3% |
| All | +3,812.5% | +943.0% | +2,869.5% | +1,105.9% |
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