+3,896.6%
CMG vs NDAQ
+944.1%
+2,952.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.7% |
| 7D | -0.6% | +1.7% | -2.4% | -1.3% |
| 30D | +15.9% | +16.2% | -0.3% | +9.3% |
| 3M | +7.8% | +14.0% | -6.2% | +2.2% |
| 6M | +7.7% | +22.3% | -14.6% | -0.9% |
| YTD | -4.9% | +13.0% | -17.9% | -10.2% |
| 1Y | +12.3% | +24.0% | -11.7% | +2.4% |
| 3Y | -17.1% | +117.1% | -134.2% | -39.8% |
| 5Y | -5.6% | +67.5% | -73.1% | -24.9% |
| 10Y | +342.9% | +474.3% | -131.4% | +120.1% |
| All | +3,896.6% | +944.1% | +2,952.5% | +1,193.2% |
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