-5.0%
CMG vs NDAQ
+48.4%
-53.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +1.3% |
| 7D | -3.8% | -6.8% | +3.0% | -0.8% |
| 30D | +12.9% | -3.2% | +16.1% | +14.4% |
| 3M | +18.8% | +6.5% | +12.3% | +14.7% |
| 6M | +4.1% | +5.7% | -1.7% | +0.6% |
| YTD | -2.4% | -4.6% | +2.3% | -1.5% |
| 1Y | -6.7% | -1.6% | -5.1% | -7.4% |
| 3Y | -7.1% | +86.4% | -93.6% | -35.9% |
| 5Y | -5.0% | +50.3% | -55.3% | -28.8% |
| All | -5.0% | +48.4% | -53.3% | -28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling