+10.9%
CMG vs XYZ
+19.9%
-9.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +15.3% | -9.5% | +2.2% |
| 7D | +22.5% | +16.5% | +6.0% | +18.1% |
| 30D | +14.1% | +15.0% | -0.9% | +10.2% |
| 3M | +4.1% | +3.5% | +0.5% | +2.8% |
| 6M | +10.1% | +21.9% | -11.8% | +4.2% |
| YTD | -4.9% | +34.6% | -39.5% | -12.4% |
| 1Y | +10.9% | +20.7% | -9.8% | +4.8% |
| All | +10.9% | +19.9% | -9.0% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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