-7.3%
CMG vs KMX
-26.1%
+18.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -3.8% | -3.4% | -0.4% | -3.2% |
| 30D | +12.9% | +4.0% | +8.9% | +11.9% |
| 3M | +18.8% | +24.8% | -6.0% | +13.2% |
| 6M | +4.1% | +43.6% | -39.6% | -4.4% |
| YTD | -2.4% | +56.6% | -59.0% | -11.9% |
| 1Y | -6.7% | +2.2% | -8.9% | -10.3% |
| All | -7.3% | -26.1% | +18.8% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 3y: compounded portfolio wealth divided by compounded KMX 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…
3y analysis · Full analysis span regression · 6 months rolling