-7.6%
CMG vs EXEL
+164.8%
-172.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.7% | -2.6% |
| 7D | -6.5% | -0.3% | -6.1% | -6.4% |
| 30D | +12.1% | +10.1% | +2.0% | +10.9% |
| 3M | +20.6% | +10.1% | +10.5% | +19.3% |
| 6M | +2.1% | +37.7% | -35.6% | -1.4% |
| YTD | -2.6% | +33.1% | -35.7% | -5.7% |
| 1Y | -8.7% | +52.4% | -61.1% | -12.7% |
| All | -7.6% | +164.8% | -172.3% | -5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling