+4,063.6%
CMG vs EXC
+139.3%
+3,924.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | +4.1% | -1.4% | +5.5% | +4.5% |
| 30D | +20.5% | +8.3% | +12.2% | +17.8% |
| 3M | +14.5% | +2.6% | +11.9% | +13.6% |
| 6M | +14.8% | +5.2% | +9.6% | +12.8% |
| YTD | -1.0% | +7.5% | -8.5% | -3.9% |
| 1Y | +22.9% | +3.2% | +19.8% | +20.7% |
| 3Y | -13.6% | +29.5% | -43.2% | -22.1% |
| 5Y | +0.9% | +39.7% | -38.8% | -12.2% |
| 10Y | +361.4% | +200.1% | +161.3% | +205.5% |
| All | +4,063.6% | +139.3% | +3,924.3% | +2,722.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling