+878.9%
HOOD vs CMG
-17.1%
+896.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.0% | +0.2% | -2.1% |
| 7D | +3.8% | -0.6% | +4.4% | +4.0% |
| 30D | -26.4% | +15.9% | -42.3% | -31.3% |
| 3M | -14.3% | +7.8% | -22.0% | -18.0% |
| 6M | +3.9% | +7.7% | -3.7% | -3.9% |
| YTD | -28.1% | -4.9% | -23.1% | -28.1% |
| 1Y | -38.8% | +12.3% | -51.1% | -45.0% |
| All | +878.9% | -17.1% | +896.0% | +1,059.5% |
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