+3,994.3%
CMG vs NI
+1,000.2%
+2,994.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.3% |
| 7D | -6.5% | +1.3% | -7.7% | -6.9% |
| 30D | +12.1% | -0.3% | +12.4% | +12.1% |
| 3M | +20.6% | -9.5% | +30.0% | +24.7% |
| 6M | +2.1% | -10.2% | +12.3% | +5.6% |
| YTD | -2.6% | +1.8% | -4.4% | -3.7% |
| 1Y | -8.7% | +5.7% | -14.4% | -11.0% |
| 3Y | -7.4% | +69.6% | -77.0% | -24.9% |
| 5Y | -5.7% | +95.8% | -101.4% | -28.4% |
| 10Y | +322.3% | +145.1% | +177.2% | +172.3% |
| All | +3,994.3% | +1,000.2% | +2,994.1% | +940.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling