-7.1%
CMG vs NDAQ
-2.5%
-4.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.5% |
| 7D | -2.1% | -5.9% | +3.8% | 0.0% |
| 30D | +10.9% | -4.7% | +15.6% | +12.7% |
| 3M | +15.8% | +5.5% | +10.3% | +12.7% |
| 6M | +6.9% | +7.4% | -0.4% | +3.0% |
| YTD | -2.2% | -5.5% | +3.3% | -3.2% |
| 1Y | -7.1% | -3.7% | -3.4% | -9.7% |
| All | -7.1% | -2.5% | -4.6% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling