-7.6%
CMG vs NDAQ
+90.0%
-97.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.7% | -2.2% |
| 7D | -6.5% | -1.6% | -4.9% | -6.0% |
| 30D | +12.1% | -1.5% | +13.6% | +12.6% |
| 3M | +20.6% | +8.0% | +12.5% | +17.0% |
| 6M | +2.1% | +7.7% | -5.6% | -1.0% |
| YTD | -2.6% | -2.3% | -0.3% | -3.3% |
| 1Y | -8.7% | +0.6% | -9.3% | -10.3% |
| All | -7.6% | +90.0% | -97.5% | -21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling