+13.8%
CMG vs S
-51.7%
+65.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +2.5% | +2.0% | +0.5% | +2.1% |
| 30D | +15.6% | -2.7% | +18.3% | +15.7% |
| 3M | +8.2% | -6.9% | +15.1% | +8.3% |
| 6M | +9.9% | +38.1% | -28.2% | +1.5% |
| YTD | -4.6% | +48.0% | -52.6% | -13.9% |
| 1Y | +12.4% | +34.5% | -22.0% | +3.1% |
| 3Y | -18.0% | +38.3% | -56.3% | -28.9% |
| 5Y | -5.3% | -70.9% | +65.6% | -0.6% |
| All | +13.8% | -51.7% | +65.5% | +16.8% |
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