-3.1%
CMG vs NI
+96.9%
-100.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | +10.9% | -1.4% | +12.3% | +11.2% |
| 3M | +15.8% | -10.6% | +26.4% | +18.8% |
| 6M | +6.9% | -9.3% | +16.3% | +9.2% |
| YTD | -2.2% | +1.1% | -3.3% | -2.8% |
| 1Y | -7.1% | +3.4% | -10.5% | -8.2% |
| 3Y | -7.1% | +67.9% | -75.0% | -17.5% |
| All | -3.1% | +96.9% | -100.0% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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