-7.1%
CMG vs CG
-33.8%
+26.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.8% |
| 7D | -2.1% | -9.9% | +7.8% | +1.3% |
| 30D | +10.9% | -11.7% | +22.6% | +15.2% |
| 3M | +15.8% | -4.3% | +20.1% | +16.0% |
| 6M | +6.9% | -8.8% | +15.7% | +8.5% |
| YTD | -2.2% | -26.9% | +24.7% | +8.5% |
| 1Y | -7.1% | -35.4% | +28.3% | +8.9% |
| All | -7.1% | -33.8% | +26.7% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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