-10.7%
CMG vs EXC
+2.6%
-13.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -2.0% |
| 7D | -2.8% | -0.7% | -2.2% | -2.9% |
| 30D | +7.1% | -4.6% | +11.8% | +6.3% |
| 3M | +31.2% | -2.2% | +33.4% | +30.5% |
| 6M | +0.7% | -10.6% | +11.2% | -1.5% |
| YTD | -0.1% | +1.9% | -2.0% | -0.5% |
| 1Y | -10.7% | +3.4% | -14.2% | -8.2% |
| All | -10.7% | +2.6% | -13.3% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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