-7.1%
CMG vs U
+1.1%
-8.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.5% | -4.3% | -0.1% |
| 7D | -2.1% | +5.5% | -7.6% | -2.4% |
| 30D | +10.9% | -1.3% | +12.2% | +11.0% |
| 3M | +15.8% | +64.6% | -48.7% | +11.1% |
| 6M | +6.9% | +119.4% | -112.4% | 0.0% |
| YTD | -2.2% | -0.5% | -1.7% | -4.5% |
| 1Y | -7.1% | +1.3% | -8.4% | -10.3% |
| All | -7.1% | +1.1% | -8.2% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 1y: compounded portfolio wealth divided by compounded U 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…
1y analysis · Full analysis span regression · 6 months rolling