-6.7%
CMG vs Z
-64.6%
+57.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.0% | +0.7% |
| 7D | -3.8% | -11.6% | +7.7% | -2.0% |
| 30D | +12.9% | -8.5% | +21.4% | +14.3% |
| 3M | +18.8% | -7.9% | +26.7% | +19.5% |
| 6M | +4.1% | -29.1% | +33.1% | +9.4% |
| YTD | -2.4% | -54.2% | +51.8% | +7.6% |
| 1Y | -6.7% | -63.5% | +56.9% | +7.3% |
| All | -6.7% | -64.6% | +57.9% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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