+148.7%
CMG vs Z
+25.1%
+123.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.2% |
| 7D | -2.8% | -3.0% | +0.2% | -2.3% |
| 30D | +7.1% | -4.2% | +11.3% | +7.8% |
| 3M | +31.2% | -3.7% | +34.9% | +31.3% |
| 6M | +0.7% | -24.5% | +25.2% | +5.3% |
| YTD | -0.1% | -49.3% | +49.2% | +12.3% |
| 1Y | -10.7% | -58.7% | +47.9% | +3.9% |
| 3Y | -4.7% | -34.1% | +29.5% | -2.5% |
| 5Y | -3.8% | -64.5% | +60.8% | +4.2% |
| 10Y | +352.5% | -0.5% | +353.0% | +284.0% |
| All | +148.7% | +25.1% | +123.6% | +100.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling