+17.2%
CMG vs EXE
+182.2%
-165.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.4% |
| 7D | -2.1% | -3.1% | +1.1% | -1.8% |
| 30D | +10.9% | -0.9% | +11.8% | +11.0% |
| 3M | +15.8% | +9.6% | +6.3% | +14.9% |
| 6M | +6.9% | -11.6% | +18.5% | +7.9% |
| YTD | -2.2% | -12.6% | +10.4% | -1.3% |
| 1Y | -7.1% | +1.2% | -8.3% | -7.9% |
| 3Y | -7.1% | +18.0% | -25.2% | -9.9% |
| 5Y | -4.8% | +101.1% | -105.9% | -11.2% |
| All | +17.2% | +182.2% | -165.0% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling