+322.0%
CMG vs NDAQ
+366.7%
-44.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.6% |
| 7D | -2.1% | -5.9% | +3.8% | +0.6% |
| 30D | +10.9% | -4.7% | +15.6% | +13.1% |
| 3M | +15.8% | +5.5% | +10.3% | +12.4% |
| 6M | +6.9% | +7.4% | -0.4% | +2.8% |
| YTD | -2.2% | -5.5% | +3.3% | -0.9% |
| 1Y | -7.1% | -3.7% | -3.4% | -6.8% |
| 3Y | -7.1% | +85.0% | -92.1% | -32.6% |
| 5Y | -4.8% | +49.0% | -53.8% | -24.5% |
| All | +322.0% | +366.7% | -44.6% | +120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 10y: compounded portfolio wealth divided by compounded NDAQ 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…
10y analysis · Full analysis span regression · 6 months rolling