+3,994.3%
CMG vs CNC
+908.8%
+3,085.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.4% |
| 7D | -6.5% | -4.9% | -1.6% | -5.6% |
| 30D | +12.1% | -3.8% | +15.9% | +12.9% |
| 3M | +20.6% | -3.2% | +23.8% | +21.0% |
| 6M | +2.1% | +47.9% | -45.8% | -6.6% |
| YTD | -2.6% | +55.7% | -58.3% | -12.2% |
| 1Y | -8.7% | +106.2% | -114.9% | -22.5% |
| 3Y | -7.4% | -2.1% | -5.3% | -12.9% |
| 5Y | -5.7% | +3.4% | -9.1% | -13.9% |
| 10Y | +322.3% | +91.7% | +230.7% | +220.0% |
| All | +3,994.3% | +908.8% | +3,085.5% | +1,693.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling