-7.3%
CMG vs EXC
+19.7%
-27.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.2% |
| 7D | -3.8% | -1.6% | -2.2% | -3.9% |
| 30D | +12.9% | -2.4% | +15.3% | +12.8% |
| 3M | +18.8% | -4.0% | +22.7% | +18.5% |
| 6M | +4.1% | -9.8% | +13.8% | +3.6% |
| YTD | -2.4% | +2.3% | -4.7% | -2.6% |
| 1Y | -6.7% | +3.8% | -10.5% | -6.8% |
| All | -7.3% | +19.7% | -27.0% | -5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling