+19.2%
CMG vs S
-56.8%
+76.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | -2.8% | -7.7% | +4.9% | -1.5% |
| 30D | +7.1% | -5.3% | +12.5% | +7.6% |
| 3M | +31.2% | +20.3% | +10.9% | +25.4% |
| 6M | +0.7% | +47.4% | -46.7% | -8.2% |
| YTD | -0.1% | +32.5% | -32.6% | -7.3% |
| 1Y | -10.7% | +9.5% | -20.3% | -14.5% |
| 3Y | -4.7% | +15.5% | -20.2% | -14.2% |
| 5Y | -3.8% | -71.2% | +67.5% | +1.9% |
| All | +19.2% | -56.8% | +76.0% | +25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling