-14.3%
HOOD vs CMG
+8.4%
-22.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.0% | +0.2% | -3.7% |
| 7D | +3.8% | -0.6% | +4.4% | +3.9% |
| 30D | -26.4% | +15.9% | -42.3% | -25.4% |
| 3M | -14.3% | +7.8% | -22.0% | -8.8% |
| All | -14.3% | +8.4% | -22.7% | -8.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling