-7.3%
CMG vs EXE
+18.1%
-25.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | -3.8% | -2.2% | -1.6% | -3.8% |
| 30D | +12.9% | -0.8% | +13.7% | +12.9% |
| 3M | +18.8% | +10.0% | +8.7% | +18.6% |
| 6M | +4.1% | -6.3% | +10.4% | +4.3% |
| YTD | -2.4% | -10.7% | +8.3% | -1.9% |
| 1Y | -6.7% | +2.7% | -9.3% | -7.3% |
| All | -7.3% | +18.1% | -25.4% | -9.2% |
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