+4,100.0%
CMG vs NDAQ
+827.9%
+3,272.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.2% | -0.9% |
| 7D | -2.8% | -2.4% | -0.4% | -2.0% |
| 30D | +7.1% | +2.5% | +4.7% | +6.1% |
| 3M | +31.2% | +9.9% | +21.2% | +26.0% |
| 6M | +0.7% | +9.4% | -8.7% | -3.2% |
| YTD | -0.1% | +0.4% | -0.5% | -1.1% |
| 1Y | -10.7% | +4.0% | -14.8% | -13.0% |
| 3Y | -4.7% | +94.4% | -99.1% | -27.8% |
| 5Y | -3.8% | +56.7% | -60.5% | -21.3% |
| 10Y | +352.5% | +375.3% | -22.8% | +141.7% |
| All | +4,100.0% | +827.9% | +3,272.1% | +1,324.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling