+114.8%
CSCO vs CMG
-5.7%
+120.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.8% | +0.6% |
| 7D | 0.0% | -6.5% | +6.4% | +0.9% |
| 30D | -10.7% | +12.1% | -22.8% | -12.3% |
| 3M | -8.7% | +20.6% | -29.3% | -12.2% |
| 6M | +44.9% | +2.1% | +42.8% | +43.4% |
| YTD | +44.1% | -2.6% | +46.8% | +43.7% |
| 1Y | +65.9% | -8.7% | +74.6% | +66.0% |
| 3Y | +109.0% | -7.4% | +116.4% | +101.0% |
| 5Y | +114.8% | -5.7% | +120.4% | +101.6% |
| All | +114.8% | -5.7% | +120.5% | +101.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling