-4.1%
CMG vs EXEL
+281.2%
-285.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | +2.5% | -0.8% | +3.3% | +2.6% |
| 30D | +15.6% | +13.1% | +2.5% | +12.8% |
| 3M | +8.2% | +36.3% | -28.1% | +1.7% |
| 6M | +9.9% | +34.5% | -24.7% | +3.4% |
| YTD | -4.6% | +57.4% | -62.1% | -13.4% |
| 1Y | +12.4% | +62.9% | -50.5% | +1.3% |
| 3Y | -18.0% | +229.5% | -247.5% | -38.8% |
| All | -4.1% | +281.2% | -285.3% | -34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling