+18.7%
HOOD vs CMG
-11.4%
+30.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.8% |
| 7D | +17.1% | -2.8% | +19.9% | +17.7% |
| 30D | +31.6% | +7.1% | +24.5% | +29.3% |
| 3M | +38.2% | +31.2% | +7.1% | +24.6% |
| 6M | +48.5% | +0.7% | +47.9% | +47.8% |
| YTD | +8.0% | -0.1% | +8.1% | +8.7% |
| 1Y | +18.7% | -10.7% | +29.4% | +18.2% |
| All | +18.7% | -11.4% | +30.1% | +18.2% |
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