+4,100.0%
CMG vs EXC
+129.0%
+3,971.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.6% | -1.3% |
| 7D | -2.8% | +0.3% | -3.1% | -2.9% |
| 30D | +7.1% | -3.7% | +10.9% | +8.3% |
| 3M | +31.2% | -1.3% | +32.4% | +31.3% |
| 6M | +0.7% | -9.7% | +10.4% | +3.3% |
| YTD | -0.1% | +2.9% | -3.0% | -1.8% |
| 1Y | -10.7% | +4.4% | -15.1% | -12.7% |
| 3Y | -4.7% | +22.2% | -26.9% | -12.6% |
| 5Y | -3.8% | +46.7% | -50.5% | -17.8% |
| 10Y | +352.5% | +155.3% | +197.1% | +214.1% |
| All | +4,100.0% | +129.0% | +3,971.0% | +2,784.8% |
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