-7.3%
CMG vs NEM
+241.5%
-248.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.5% |
| 7D | -3.8% | -3.3% | -0.5% | -3.6% |
| 30D | +12.9% | +7.8% | +5.1% | +12.1% |
| 3M | +18.8% | +36.3% | -17.5% | +15.5% |
| 6M | +4.1% | +6.6% | -2.5% | +2.9% |
| YTD | -2.4% | +27.1% | -29.5% | -5.2% |
| 1Y | -6.7% | +62.3% | -69.0% | -11.4% |
| All | -7.3% | +241.5% | -248.8% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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