-7.6%
CMG vs O
+28.0%
-35.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.3% |
| 7D | -6.5% | -2.3% | -4.2% | -6.1% |
| 30D | +12.1% | -2.4% | +14.6% | +12.5% |
| 3M | +20.6% | -0.6% | +21.2% | +20.6% |
| 6M | +2.1% | -5.0% | +7.1% | +2.6% |
| YTD | -2.6% | +10.4% | -13.0% | -4.0% |
| 1Y | -8.7% | +6.6% | -15.3% | -9.7% |
| All | -7.6% | +28.0% | -35.6% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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