-18.0%
CMG vs EXE
+21.0%
-38.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.3% |
| 7D | +2.5% | +5.3% | -2.9% | +2.4% |
| 30D | +15.6% | -2.2% | +17.8% | +15.6% |
| 3M | +8.2% | -5.9% | +14.1% | +8.3% |
| 6M | +9.9% | -5.7% | +15.6% | +10.0% |
| YTD | -4.6% | -17.8% | +13.2% | -4.0% |
| 1Y | +12.4% | -23.1% | +35.6% | +13.8% |
| 3Y | -18.0% | +21.2% | -39.2% | -19.1% |
| All | -18.0% | +21.0% | -38.9% | -19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling