-3.1%
CMG vs XYZ
-68.2%
+65.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -2.1% | -4.3% | +2.2% | -1.0% |
| 30D | +10.9% | +1.2% | +9.7% | +10.4% |
| 3M | +15.8% | +14.6% | +1.2% | +11.7% |
| 6M | +6.9% | +22.6% | -15.6% | +1.0% |
| YTD | -2.2% | +21.7% | -23.9% | -8.2% |
| 1Y | -7.1% | +6.7% | -13.8% | -10.2% |
| 3Y | -7.1% | +46.8% | -54.0% | -22.6% |
| All | -3.1% | -68.2% | +65.1% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling