+12.4%
CMG vs CPB
-22.0%
+34.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.9% | -0.4% |
| 7D | +2.5% | -1.6% | +4.0% | +2.8% |
| 30D | +15.6% | +19.2% | -3.6% | +11.6% |
| 3M | +8.2% | -0.9% | +9.1% | +7.6% |
| 6M | +9.9% | +15.2% | -5.4% | +6.8% |
| YTD | -4.6% | -13.1% | +8.4% | -6.9% |
| 1Y | +12.4% | -22.4% | +34.9% | +14.8% |
| All | +12.4% | -22.0% | +34.4% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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