+3,909.1%
CMG vs O
+663.4%
+3,245.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.1% | +0.6% |
| 7D | +2.5% | -0.4% | +2.8% | +2.6% |
| 30D | +15.6% | +7.1% | +8.5% | +12.5% |
| 3M | +8.2% | -5.2% | +13.4% | +10.7% |
| 6M | +9.9% | -1.8% | +11.6% | +10.7% |
| YTD | -4.6% | +9.1% | -13.7% | -8.2% |
| 1Y | +12.4% | +9.7% | +2.7% | +8.0% |
| 3Y | -18.0% | +39.1% | -57.1% | -29.8% |
| 5Y | -5.3% | +8.4% | -13.7% | -10.7% |
| 10Y | +344.2% | +80.2% | +264.1% | +217.3% |
| All | +3,909.1% | +663.4% | +3,245.7% | +1,336.1% |
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 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