+3,961.4%
CMG vs EXEL
+545.1%
+3,416.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.1% | +0.7% | +3.4% |
| 7D | +8.6% | +2.3% | +6.3% | +8.2% |
| 30D | +13.1% | +19.8% | -6.7% | +10.2% |
| 3M | +9.0% | +32.7% | -23.7% | +4.5% |
| 6M | +10.0% | +49.0% | -39.0% | +3.6% |
| YTD | -3.4% | +63.7% | -67.1% | -10.4% |
| 1Y | +16.8% | +75.8% | -59.0% | +7.2% |
| 3Y | -14.7% | +241.3% | -256.0% | -30.1% |
| 5Y | -1.5% | +289.0% | -290.6% | -21.4% |
| 10Y | +383.6% | +377.6% | +6.0% | +246.3% |
| All | +3,961.4% | +545.1% | +3,416.2% | +1,687.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling