+19.6%
CMG vs EXE
+192.2%
-172.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -1.5% | -1.8% | +0.3% | -1.3% |
| 30D | +12.7% | +6.4% | +6.3% | +12.1% |
| 3M | +26.3% | +9.2% | +17.0% | +25.2% |
| 6M | +4.5% | -7.0% | +11.5% | +5.0% |
| YTD | -0.1% | -9.5% | +9.4% | +0.5% |
| 1Y | -6.8% | +6.2% | -13.0% | -8.0% |
| 3Y | -5.0% | +20.7% | -25.7% | -8.0% |
| 5Y | -3.0% | +103.6% | -106.7% | -9.6% |
| All | +19.6% | +192.2% | -172.6% | +7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling