+26.3%
CMG vs XE
-13.1%
+39.3%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.1% | -8.1% | +0.1% |
| 7D | -1.5% | +4.0% | -5.5% | -1.4% |
| 30D | +12.7% | -15.5% | +28.2% | +12.5% |
| 3M | +26.3% | -14.6% | +40.9% | +23.3% |
| All | +26.3% | -13.1% | +39.3% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 3mo: compounded portfolio wealth divided by compounded XE 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…
3mo analysis · Full analysis span regression · Available span rolling