-5.7%
CMG vs Z
-65.8%
+60.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.4% |
| 7D | -6.5% | -7.1% | +0.6% | -5.2% |
| 30D | +12.1% | -4.8% | +16.9% | +12.9% |
| 3M | +20.6% | -9.3% | +29.9% | +22.1% |
| 6M | +2.1% | -29.0% | +31.1% | +8.1% |
| YTD | -2.6% | -52.9% | +50.3% | +11.1% |
| 1Y | -8.7% | -63.1% | +54.4% | +8.9% |
| 3Y | -7.4% | -36.9% | +29.5% | -4.5% |
| 5Y | -5.7% | -65.5% | +59.8% | -6.9% |
| All | -5.7% | -65.8% | +60.1% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling