-10.7%
CMG vs GM
+53.0%
-63.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.5% | -1.8% |
| 7D | -2.8% | +1.9% | -4.8% | -3.1% |
| 30D | +7.1% | -1.4% | +8.5% | +7.3% |
| 3M | +31.2% | +5.9% | +25.3% | +29.5% |
| 6M | +0.7% | +12.4% | -11.7% | -2.4% |
| YTD | -0.1% | +8.6% | -8.7% | -2.7% |
| 1Y | -10.7% | +52.6% | -63.4% | -19.2% |
| All | -10.7% | +53.0% | -63.8% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 1y: compounded portfolio wealth divided by compounded GM 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…
1y analysis · Full analysis span regression · 6 months rolling