+3,994.3%
CMG vs O
+672.6%
+3,321.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -1.9% |
| 7D | -6.5% | -2.3% | -4.2% | -5.6% |
| 30D | +12.1% | -2.4% | +14.6% | +13.3% |
| 3M | +20.6% | -0.6% | +21.2% | +20.8% |
| 6M | +2.1% | -5.0% | +7.1% | +4.1% |
| YTD | -2.6% | +10.4% | -13.0% | -6.8% |
| 1Y | -8.7% | +6.6% | -15.3% | -11.4% |
| 3Y | -7.4% | +28.4% | -35.8% | -18.3% |
| 5Y | -5.7% | +15.3% | -20.9% | -13.5% |
| 10Y | +322.3% | +55.3% | +267.0% | +219.9% |
| All | +3,994.3% | +672.6% | +3,321.7% | +1,358.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling