+123.6%
HOOD vs CMG
-2.9%
+126.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -4.5% |
| 7D | -3.8% | +2.5% | -6.2% | -5.1% |
| 30D | -23.0% | +15.6% | -38.6% | -29.9% |
| 3M | -21.6% | +8.2% | -29.8% | -26.6% |
| 6M | +1.4% | +9.9% | -8.4% | -10.0% |
| YTD | -31.2% | -4.6% | -26.5% | -32.6% |
| 1Y | -35.9% | +12.4% | -48.4% | -44.6% |
| 3Y | +836.9% | -18.0% | +854.9% | +848.6% |
| 5Y | +121.1% | -5.3% | +126.4% | +101.6% |
| All | +123.6% | -2.9% | +126.5% | +93.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling