-14.9%
CMG vs NET
+314.6%
-329.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.6% | +8.4% | +6.0% |
| 7D | +22.5% | -16.4% | +38.9% | +23.6% |
| 30D | +14.1% | -25.8% | +39.9% | +16.0% |
| 3M | +4.1% | -11.5% | +15.6% | +4.2% |
| 6M | +10.1% | +18.9% | -8.8% | +6.7% |
| YTD | -4.9% | +35.2% | -40.1% | -9.8% |
| 1Y | +10.9% | +14.5% | -3.6% | +7.4% |
| All | -14.9% | +314.6% | -329.5% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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