+3,961.4%
CMG vs KEY
+19.1%
+3,942.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.7% | +1.1% | +3.2% |
| 7D | +8.6% | -0.4% | +9.0% | +8.7% |
| 30D | +13.1% | +7.2% | +5.9% | +11.5% |
| 3M | +9.0% | -4.9% | +13.9% | +10.1% |
| 6M | +10.0% | +1.1% | +8.9% | +9.6% |
| YTD | -3.4% | +6.8% | -10.2% | -4.9% |
| 1Y | +16.8% | +23.3% | -6.5% | +11.7% |
| 3Y | -14.7% | +126.1% | -140.8% | -29.2% |
| 5Y | -1.5% | +15.2% | -16.7% | -9.2% |
| 10Y | +383.6% | +113.6% | +270.0% | +265.6% |
| All | +3,961.4% | +19.1% | +3,942.3% | +3,142.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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