+39.7%
GOOG vs CMG
-6.5%
+46.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | 0.0% | -2.1% | +2.1% | +0.1% |
| 30D | -2.0% | +10.9% | -12.9% | -2.2% |
| 3M | -5.9% | +15.8% | -21.7% | -7.0% |
| 6M | +8.9% | +6.9% | +2.0% | +7.7% |
| YTD | +7.1% | -2.2% | +9.3% | +5.7% |
| 1Y | +39.7% | -7.1% | +46.8% | +36.2% |
| All | +39.7% | -6.5% | +46.2% | +36.2% |
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