-5.0%
CMG vs JCI
+105.2%
-110.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.7% | +0.7% |
| 7D | -3.8% | +0.4% | -4.2% | -4.0% |
| 30D | +12.9% | -7.7% | +20.6% | +15.6% |
| 3M | +18.8% | +2.8% | +16.0% | +16.9% |
| 6M | +4.1% | +7.2% | -3.2% | -0.1% |
| YTD | -2.4% | +20.0% | -22.3% | -10.5% |
| 1Y | -6.7% | +33.3% | -39.9% | -18.3% |
| 3Y | -7.1% | +161.3% | -168.4% | -40.5% |
| 5Y | -5.0% | +108.8% | -113.7% | -32.5% |
| All | -5.0% | +105.2% | -110.2% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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