+145.8%
GOOG vs CMG
-7.3%
+153.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | 0.0% | -2.1% | +2.1% | +0.3% |
| 30D | -2.0% | +10.9% | -12.9% | -3.3% |
| 3M | -5.9% | +15.8% | -21.7% | -8.5% |
| 6M | +8.9% | +6.9% | +2.0% | +7.0% |
| YTD | +7.1% | -2.2% | +9.3% | +6.4% |
| 1Y | +39.7% | -7.1% | +46.8% | +39.0% |
| 3Y | +145.8% | -7.1% | +153.0% | +116.3% |
| All | +145.8% | -7.3% | +153.2% | +116.3% |
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