-36.1%
HOOD vs CMG
+12.0%
-48.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.8% | -3.8% | +1.0% |
| 7D | -4.4% | +22.5% | -26.9% | -8.0% |
| 30D | -23.4% | +14.1% | -37.5% | -25.3% |
| 3M | -6.5% | +4.1% | -10.6% | -7.2% |
| 6M | +14.2% | +10.1% | +4.1% | +7.3% |
| YTD | -22.7% | -4.9% | -17.8% | -18.7% |
| 1Y | -36.1% | +10.9% | -47.0% | -39.6% |
| All | -36.1% | +12.0% | -48.1% | -39.6% |
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 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