+108.4%
CSCO vs CMG
-7.8%
+116.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.8% | +0.4% |
| 7D | 0.0% | -6.5% | +6.4% | +0.5% |
| 30D | -10.7% | +12.1% | -22.8% | -11.6% |
| 3M | -8.7% | +20.6% | -29.3% | -11.0% |
| 6M | +44.9% | +2.1% | +42.8% | +44.4% |
| YTD | +44.1% | -2.6% | +46.8% | +44.3% |
| 1Y | +65.9% | -8.7% | +74.6% | +66.4% |
| All | +108.4% | -7.8% | +116.2% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 3y: compounded portfolio wealth divided by compounded CMG 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…
3y analysis · Full analysis span regression · 6 months rolling