+194.6%
CMG vs XYZ
+608.9%
-414.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.3% |
| 7D | -6.5% | -3.7% | -2.8% | -5.7% |
| 30D | +12.1% | +0.5% | +11.6% | +11.8% |
| 3M | +20.6% | +16.3% | +4.3% | +16.2% |
| 6M | +2.1% | +21.1% | -19.1% | -3.0% |
| YTD | -2.6% | +22.0% | -24.6% | -8.2% |
| 1Y | -8.7% | +5.2% | -13.8% | -11.3% |
| 3Y | -7.4% | +49.6% | -57.0% | -21.6% |
| 5Y | -5.7% | -68.4% | +62.8% | +3.9% |
| 10Y | +322.3% | +604.5% | -282.2% | +207.7% |
| All | +194.6% | +608.9% | -414.3% | +98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling