-7.6%
CMG vs S
+13.6%
-21.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | -6.5% | -1.2% | -5.2% | -6.3% |
| 30D | +12.1% | -12.6% | +24.7% | +13.4% |
| 3M | +20.6% | +27.6% | -7.0% | +15.9% |
| 6M | +2.1% | +35.5% | -33.4% | -3.4% |
| YTD | -2.6% | +29.6% | -32.2% | -7.5% |
| 1Y | -8.7% | +8.1% | -16.8% | -11.3% |
| All | -7.6% | +13.6% | -21.2% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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