-7.1%
CMG vs CNC
+84.7%
-91.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | 0.0% |
| 7D | -2.1% | -0.9% | -1.1% | -2.0% |
| 30D | +10.9% | -1.0% | +11.9% | +11.0% |
| 3M | +15.8% | +4.5% | +11.3% | +15.2% |
| 6M | +6.9% | +85.2% | -78.3% | -3.6% |
| YTD | -2.2% | +61.4% | -63.6% | -10.9% |
| 1Y | -7.1% | +94.9% | -102.0% | -18.4% |
| All | -7.1% | +84.7% | -91.7% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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