+3.6%
GOOG vs CMG
+12.0%
-8.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.8% | -2.6% | +3.2% |
| 7D | -10.7% | +22.5% | -33.3% | -10.7% |
| 30D | -16.4% | +14.1% | -30.5% | -16.1% |
| 3M | -23.4% | +4.1% | -27.5% | -22.5% |
| 6M | -24.2% | +10.1% | -34.3% | -24.7% |
| YTD | -8.3% | -4.9% | -3.4% | -8.1% |
| 1Y | +3.6% | +10.9% | -7.3% | +5.1% |
| All | +3.6% | +12.0% | -8.4% | +5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling