+4,100.0%
CMG vs EXEL
+418.6%
+3,681.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.3% |
| 7D | -1.5% | +1.4% | -2.8% | -1.7% |
| 30D | +12.7% | +6.7% | +6.1% | +11.6% |
| 3M | +26.3% | +11.5% | +14.8% | +24.2% |
| 6M | +4.5% | +38.8% | -34.3% | -0.6% |
| YTD | -0.1% | +31.6% | -31.7% | -4.4% |
| 1Y | -6.8% | +53.0% | -59.8% | -12.9% |
| 3Y | -5.0% | +160.8% | -165.8% | -19.2% |
| 5Y | -3.0% | +190.1% | -193.1% | -19.4% |
| 10Y | +323.6% | +367.0% | -43.4% | +201.2% |
| All | +4,100.0% | +418.6% | +3,681.4% | +1,808.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded EXEL 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling